-50.3%
DOCS vs ACM
+11.9%
-62.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -1.4% | -3.7% | +2.3% | +0.6% |
| 30D | +21.8% | -11.1% | +32.9% | +29.4% |
| 3M | +27.3% | -8.0% | +35.3% | +32.4% |
| 6M | -0.3% | -29.7% | +29.3% | +19.4% |
| YTD | -40.5% | -29.4% | -11.1% | -29.6% |
| 1Y | -61.5% | -46.4% | -15.1% | -46.8% |
| 3Y | +8.2% | -22.3% | +30.5% | +11.8% |
| 5Y | -73.4% | +4.5% | -77.9% | -78.0% |
| All | -50.3% | +11.9% | -62.2% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling