+16.8%
DOC vs ACM
+165.3%
-148.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.0% |
| 7D | +8.7% | +9.5% | -0.8% | +5.0% |
| 30D | +7.6% | +14.7% | -7.1% | +2.1% |
| 3M | -5.3% | -9.5% | +4.2% | -2.3% |
| 6M | +27.6% | -18.0% | +45.7% | +35.8% |
| YTD | +32.4% | -27.3% | +59.7% | +46.4% |
| 1Y | +22.9% | -47.0% | +69.9% | +54.3% |
| 3Y | +43.1% | -10.6% | +53.7% | +40.9% |
| 5Y | -21.4% | +5.3% | -26.7% | -28.7% |
| 10Y | +16.8% | +167.0% | -150.1% | -25.0% |
| All | +16.8% | +165.3% | -148.5% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling