+13.7%
DOCU vs ACM
-46.6%
+60.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.9% |
| 7D | -3.7% | +9.5% | -13.2% | -7.1% |
| 30D | +15.0% | +14.7% | +0.2% | +8.9% |
| 3M | +39.9% | -9.5% | +49.4% | +44.0% |
| 6M | +66.2% | -18.0% | +84.2% | +74.0% |
| YTD | +17.7% | -27.3% | +45.0% | +28.0% |
| 1Y | +13.7% | -47.0% | +60.7% | +29.2% |
| All | +13.7% | -46.6% | +60.2% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling