-8.2%
AAL vs DOCS
+9.5%
-17.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.6% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | -20.8% | +21.8% | -42.6% | -23.3% |
| 3M | -1.3% | +27.3% | -28.6% | -5.0% |
| 6M | +5.4% | -0.3% | +5.7% | +4.1% |
| YTD | -14.4% | -40.5% | +26.1% | -9.0% |
| 1Y | +2.1% | -61.5% | +63.6% | +15.5% |
| All | -8.2% | +9.5% | -17.7% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling