+54.0%
DOCN vs ACM
-48.7%
+102.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | +5.4% | -24.5% | -19.5% |
| 30D | -43.1% | +15.1% | -58.2% | -43.7% |
| 3M | -40.7% | -10.5% | -30.2% | -38.9% |
| 6M | -55.0% | -19.7% | -35.3% | -51.3% |
| YTD | +50.6% | -28.8% | +79.5% | +65.8% |
| 1Y | +54.0% | -47.9% | +101.8% | +72.3% |
| All | +54.0% | -48.7% | +102.7% | +72.3% |
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