-40.8%
AAL vs DOCS
-51.8%
+11.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +4.0% | +2.3% |
| 7D | +4.6% | -0.8% | +5.4% | +4.8% |
| 30D | +2.6% | +17.4% | -14.8% | -0.4% |
| 3M | -17.8% | +57.4% | -75.1% | -25.3% |
| 6M | +1.9% | +26.5% | -24.7% | -4.5% |
| YTD | -14.0% | -26.6% | +12.6% | -10.9% |
| 1Y | +0.2% | -48.1% | +48.3% | +10.8% |
| 3Y | +13.0% | +52.6% | -39.6% | -7.6% |
| All | -40.8% | -51.8% | +11.1% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling