-51.1%
DOCS vs ACM
+1.8%
-52.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.1% |
| 7D | -1.3% | +5.1% | -6.4% | -3.9% |
| 30D | +19.4% | +11.5% | +7.9% | +12.6% |
| 3M | +53.4% | -10.5% | +63.9% | +62.1% |
| 6M | +28.8% | -20.4% | +49.1% | +43.6% |
| YTD | -25.1% | -28.9% | +3.8% | -11.8% |
| 1Y | -48.1% | -48.7% | +0.5% | -26.1% |
| 3Y | +51.4% | -12.5% | +63.9% | +41.4% |
| 5Y | -51.1% | +0.5% | -51.6% | -59.6% |
| All | -51.1% | +1.8% | -52.9% | -59.6% |
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