-7.9%
AA vs DOC
-22.8%
+14.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +1.1% |
| 7D | +0.9% | +8.7% | -7.8% | -3.5% |
| 30D | -6.4% | +7.6% | -14.1% | -10.4% |
| 3M | -13.0% | -5.3% | -7.7% | -10.9% |
| 6M | -34.6% | +27.6% | -62.2% | -45.2% |
| YTD | -23.0% | +32.4% | -55.4% | -38.4% |
| 1Y | +16.0% | +22.9% | -6.9% | -2.5% |
| 3Y | +58.0% | +43.1% | +14.9% | +15.6% |
| 5Y | -7.9% | -21.4% | +13.5% | +0.9% |
| All | -7.9% | -22.8% | +14.9% | +0.9% |
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