+72.2%
DOCU vs ACM
+100.3%
-28.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +6.9% | -3.7% | +10.6% | +8.6% |
| 30D | +19.0% | -11.1% | +30.1% | +24.6% |
| 3M | +34.3% | -8.0% | +42.3% | +38.7% |
| 6M | +48.0% | -29.7% | +77.7% | +70.3% |
| YTD | 0.0% | -29.4% | +29.4% | +14.4% |
| 1Y | -10.3% | -46.4% | +36.2% | +14.9% |
| 3Y | +32.4% | -22.3% | +54.7% | +43.5% |
| 5Y | -77.9% | +4.5% | -82.4% | -78.2% |
| All | +72.2% | +100.3% | -28.1% | +23.0% |
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