+60.1%
DOCN vs ACM
+5.0%
+55.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +1.1% | -3.7% | +4.9% | +4.3% |
| 30D | -9.6% | -11.1% | +1.5% | -2.4% |
| 3M | -37.7% | -8.0% | -29.7% | -36.1% |
| 6M | +115.2% | -29.7% | +144.9% | +185.5% |
| YTD | +133.7% | -29.4% | +163.1% | +199.4% |
| 1Y | +250.2% | -46.4% | +296.6% | +493.6% |
| 3Y | +320.3% | -22.3% | +342.6% | +367.8% |
| All | +60.1% | +5.0% | +55.1% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling