+116.4%
DOCN vs ACM
-46.6%
+163.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.9% | -10.1% | -7.4% |
| 7D | -20.0% | +9.5% | -29.6% | -20.7% |
| 30D | -38.8% | +14.7% | -53.5% | -39.6% |
| 3M | -34.8% | -9.5% | -25.3% | -32.6% |
| 6M | -22.8% | -18.0% | -4.7% | -16.2% |
| YTD | +74.6% | -27.3% | +101.9% | +93.1% |
| 1Y | +116.4% | -47.0% | +163.4% | +160.7% |
| All | +116.4% | -46.6% | +163.0% | +160.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling