+130.7%
AG vs DOCU
+111.8%
+18.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +9.0% | +9.1% |
| 7D | -2.6% | -3.7% | +1.1% | -2.2% |
| 30D | -12.1% | +15.0% | -27.1% | -13.4% |
| 3M | -6.6% | +39.9% | -46.5% | -10.0% |
| 6M | -20.5% | +66.2% | -86.6% | -25.0% |
| YTD | -7.4% | +17.7% | -25.1% | -9.9% |
| 1Y | +33.4% | +13.7% | +19.7% | +30.4% |
| 3Y | +219.9% | +95.9% | +124.0% | +189.1% |
| 5Y | +23.1% | -71.7% | +94.7% | +20.2% |
| All | +130.7% | +111.8% | +18.8% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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