+324.3%
DOCN vs ACM
-21.7%
+345.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.1% | -3.7% | +4.9% | +3.5% |
| 30D | -9.6% | -11.1% | +1.5% | -3.5% |
| 3M | -37.7% | -8.0% | -29.7% | -36.0% |
| 6M | +115.2% | -29.7% | +144.9% | +175.1% |
| YTD | +133.7% | -29.4% | +163.1% | +189.7% |
| 1Y | +250.2% | -46.4% | +296.6% | +461.7% |
| All | +324.3% | -21.7% | +345.9% | +339.3% |
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 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