-52.3%
DOCS vs ACGL
+170.1%
-222.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.7% | +5.8% |
| 7D | +1.2% | +8.0% | -6.8% | -0.3% |
| 30D | +21.3% | +17.3% | +4.0% | +17.6% |
| 3M | +58.4% | +11.2% | +47.2% | +55.1% |
| 6M | +39.3% | +18.2% | +21.1% | +34.7% |
| YTD | -21.7% | +15.4% | -37.1% | -24.0% |
| 1Y | -47.3% | +26.5% | -73.9% | -49.8% |
| 3Y | +58.2% | +36.1% | +22.1% | +48.0% |
| 5Y | -52.3% | +175.9% | -228.2% | -60.4% |
| All | -52.3% | +170.1% | -222.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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