-51.1%
DOCS vs ACGL
+174.7%
-225.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -1.3% | +6.4% | -7.7% | -2.6% |
| 30D | +19.4% | +16.6% | +2.8% | +15.8% |
| 3M | +53.4% | +11.6% | +41.8% | +50.0% |
| 6M | +28.8% | +17.5% | +11.3% | +24.6% |
| YTD | -25.1% | +15.3% | -40.3% | -27.3% |
| 1Y | -48.1% | +26.3% | -74.4% | -50.6% |
| 3Y | +51.4% | +35.9% | +15.4% | +41.1% |
| 5Y | -51.1% | +168.2% | -219.3% | -61.6% |
| All | -51.1% | +174.7% | -225.8% | -61.6% |
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