-71.7%
DOCU vs ACM
-2.7%
-68.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.5% | +5.4% | -10.9% | -8.8% |
| 30D | +12.6% | +15.1% | -2.5% | +2.5% |
| 3M | +36.4% | -10.5% | +46.9% | +45.1% |
| 6M | +66.8% | -19.7% | +86.5% | +89.4% |
| YTD | +13.5% | -28.8% | +42.3% | +38.5% |
| 1Y | +11.3% | -47.9% | +59.2% | +70.8% |
| 3Y | +92.1% | -12.4% | +104.4% | +78.9% |
| All | -71.7% | -2.7% | -68.9% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling