-15.5%
AA vs DOC
-22.1%
+6.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.2% |
| 7D | -3.7% | +6.2% | -9.9% | -6.7% |
| 30D | -10.8% | +6.5% | -17.2% | -14.0% |
| 3M | -19.1% | -6.2% | -12.8% | -16.6% |
| 6M | -38.7% | +25.6% | -64.3% | -48.0% |
| YTD | -27.1% | +32.1% | -59.2% | -41.6% |
| 1Y | +8.3% | +20.3% | -12.0% | -7.5% |
| 3Y | +49.6% | +42.7% | +6.8% | +9.6% |
| 5Y | -15.5% | -22.2% | +6.7% | -6.7% |
| All | -15.5% | -22.1% | +6.6% | -6.7% |
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