+70.5%
DOCN vs ACM
+15.7%
+54.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | +5.4% | -24.5% | -22.3% |
| 30D | -43.1% | +15.1% | -58.2% | -48.9% |
| 3M | -40.7% | -10.5% | -30.2% | -37.0% |
| 6M | -55.0% | -19.7% | -35.3% | -48.3% |
| YTD | +50.6% | -28.8% | +79.5% | +88.1% |
| 1Y | +54.0% | -47.9% | +101.8% | +159.6% |
| 3Y | +203.9% | -12.4% | +216.3% | +201.6% |
| 5Y | -29.4% | +0.6% | -29.9% | -36.9% |
| All | +70.5% | +15.7% | +54.8% | +47.7% |
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 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