+95.3%
DOCU vs ACM
-12.3%
+107.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.0% |
| 7D | -3.2% | +5.1% | -8.3% | -5.5% |
| 30D | +15.7% | +11.5% | +4.2% | +9.7% |
| 3M | +37.3% | -10.5% | +47.7% | +43.5% |
| 6M | +63.1% | -20.4% | +83.5% | +79.1% |
| YTD | +15.4% | -28.9% | +44.2% | +33.0% |
| 1Y | +11.3% | -48.7% | +60.0% | +51.6% |
| All | +95.3% | -12.3% | +107.6% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling