+44.3%
DOC vs ACM
-10.4%
+54.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.4% |
| 7D | +8.7% | +9.5% | -0.8% | +6.5% |
| 30D | +7.6% | +14.7% | -7.1% | +4.3% |
| 3M | -5.3% | -9.5% | +4.2% | -3.3% |
| 6M | +27.6% | -18.0% | +45.7% | +33.1% |
| YTD | +32.4% | -27.3% | +59.7% | +42.1% |
| 1Y | +22.9% | -47.0% | +69.9% | +46.8% |
| All | +44.3% | -10.4% | +54.7% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling