-76.5%
DOCU vs ACM
+5.0%
-81.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +6.9% | -3.7% | +10.6% | +9.5% |
| 30D | +19.0% | -11.1% | +30.1% | +27.5% |
| 3M | +34.3% | -8.0% | +42.3% | +40.6% |
| 6M | +48.0% | -29.7% | +77.7% | +83.6% |
| YTD | 0.0% | -29.4% | +29.4% | +22.4% |
| 1Y | -10.3% | -46.4% | +36.2% | +32.6% |
| 3Y | +32.4% | -22.3% | +54.7% | +40.3% |
| All | -76.5% | +5.0% | -81.5% | -80.5% |
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