-3.7%
AAL vs DOCS
-49.5%
+45.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.8% | -4.7% |
| 7D | +1.2% | -1.3% | +2.5% | +1.3% |
| 30D | -0.5% | +19.4% | -19.9% | -1.7% |
| 3M | -22.0% | +53.4% | -75.4% | -24.1% |
| 6M | +4.5% | +28.8% | -24.2% | +2.3% |
| YTD | -15.7% | -25.1% | +9.4% | -14.3% |
| 1Y | -3.7% | -48.1% | +44.5% | +0.5% |
| All | -3.7% | -49.5% | +45.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling