+287.4%
AG vs DOC
+89.8%
+197.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.9% | +6.2% | -9.1% | -4.7% |
| 30D | -15.1% | +6.5% | -21.6% | -17.0% |
| 3M | -15.4% | -6.2% | -9.1% | -13.7% |
| 6M | -21.9% | +25.6% | -47.5% | -28.0% |
| YTD | -10.4% | +32.1% | -42.5% | -18.9% |
| 1Y | +39.8% | +20.3% | +19.5% | +30.5% |
| 3Y | +209.5% | +42.7% | +166.8% | +172.6% |
| 5Y | +12.5% | -22.2% | +34.7% | +19.0% |
| 10Y | +79.5% | +16.5% | +62.9% | +59.2% |
| All | +287.4% | +89.8% | +197.6% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling