+95.3%
DOCU vs ACM
+101.8%
-6.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.5% | +5.4% | -10.9% | -7.7% |
| 30D | +12.6% | +15.1% | -2.5% | +5.9% |
| 3M | +36.4% | -10.5% | +46.9% | +42.0% |
| 6M | +66.8% | -19.7% | +86.5% | +81.0% |
| YTD | +13.5% | -28.8% | +42.3% | +29.0% |
| 1Y | +11.3% | -47.9% | +59.2% | +43.9% |
| 3Y | +92.1% | -12.4% | +104.4% | +97.6% |
| 5Y | -71.0% | +0.6% | -71.5% | -71.1% |
| All | +95.3% | +101.8% | -6.5% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling