+39.3%
DOCS vs ACM
-17.9%
+57.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.1% |
| 7D | +1.2% | +9.5% | -8.3% | -2.5% |
| 30D | +21.3% | +14.7% | +6.6% | +14.5% |
| 3M | +58.4% | -9.5% | +67.9% | +60.1% |
| 6M | +39.3% | -18.0% | +57.3% | +37.5% |
| All | +39.3% | -17.9% | +57.2% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling