+97.7%
DOCN vs ACM
+18.3%
+79.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.9% | -10.1% | -9.3% |
| 7D | -20.0% | +9.5% | -29.6% | -25.6% |
| 30D | -38.8% | +14.7% | -53.5% | -45.1% |
| 3M | -34.8% | -9.5% | -25.3% | -31.4% |
| 6M | -22.8% | -18.0% | -4.7% | -12.8% |
| YTD | +74.6% | -27.3% | +101.9% | +114.0% |
| 1Y | +116.4% | -47.0% | +163.4% | +260.5% |
| 3Y | +239.3% | -10.6% | +249.9% | +230.9% |
| 5Y | -20.2% | +5.3% | -25.5% | -30.6% |
| All | +97.7% | +18.3% | +79.4% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling