+98.6%
DOCU vs ACM
+101.7%
-3.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.0% |
| 7D | -3.2% | +5.1% | -8.3% | -5.3% |
| 30D | +15.7% | +11.5% | +4.2% | +10.3% |
| 3M | +37.3% | -10.5% | +47.7% | +42.9% |
| 6M | +63.1% | -20.4% | +83.5% | +77.7% |
| YTD | +15.4% | -28.9% | +44.2% | +31.2% |
| 1Y | +11.3% | -48.7% | +60.0% | +44.9% |
| 3Y | +92.1% | -12.5% | +104.6% | +97.8% |
| 5Y | -70.5% | +0.5% | -71.0% | -70.7% |
| All | +98.6% | +101.7% | -3.1% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling