+55.8%
DOCS vs ACM
-12.3%
+68.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.4% |
| 7D | -1.3% | +5.1% | -6.4% | -3.2% |
| 30D | +19.4% | +11.5% | +7.9% | +14.3% |
| 3M | +53.4% | -10.5% | +63.9% | +59.3% |
| 6M | +28.8% | -20.4% | +49.1% | +38.8% |
| YTD | -25.1% | -28.9% | +3.8% | -16.0% |
| 1Y | -48.1% | -48.7% | +0.5% | -34.1% |
| All | +55.8% | -12.3% | +68.1% | +31.5% |
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