+12.4%
AA vs DOC
-24.5%
+37.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.1% |
| 7D | -0.7% | -1.5% | +0.8% | +0.1% |
| 30D | +5.0% | -4.8% | +9.7% | +7.6% |
| 3M | -35.8% | +6.9% | -42.7% | -38.9% |
| 6M | -18.4% | +20.7% | -39.1% | -28.9% |
| YTD | -5.5% | +34.1% | -39.6% | -24.2% |
| 1Y | +61.0% | +22.6% | +38.3% | +36.3% |
| 3Y | +66.2% | +20.8% | +45.4% | +40.9% |
| All | +12.4% | -24.5% | +37.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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