+445.6%
AG vs DOC
+92.8%
+352.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | +1.0% | -1.5% | +2.5% | +1.5% |
| 30D | +19.2% | -4.8% | +23.9% | +21.2% |
| 3M | +6.2% | +6.9% | -0.7% | +3.5% |
| 6M | -26.7% | +20.7% | -47.4% | -31.4% |
| YTD | +26.1% | +34.1% | -8.0% | +13.9% |
| 1Y | +131.7% | +22.6% | +109.0% | +114.8% |
| 3Y | +255.3% | +20.8% | +234.5% | +228.6% |
| 5Y | +61.9% | -24.9% | +86.8% | +73.2% |
| 10Y | +72.0% | -1.8% | +73.9% | +61.4% |
| All | +445.6% | +92.8% | +352.8% | +275.4% |
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