+365.9%
AGI vs DOC
+20.3%
+345.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.2% |
| 7D | +13.9% | +4.3% | +9.6% | +13.1% |
| 30D | -6.2% | +9.2% | -15.4% | -7.8% |
| 3M | -6.9% | -0.8% | -6.1% | -6.8% |
| 6M | -28.7% | +7.1% | -35.8% | -29.7% |
| YTD | -19.8% | +34.0% | -53.8% | -24.0% |
| 1Y | -4.8% | +23.2% | -28.0% | -8.6% |
| 3Y | +144.3% | +53.6% | +90.7% | +126.6% |
| 5Y | +277.2% | -20.4% | +297.7% | +273.1% |
| 10Y | +365.9% | +23.4% | +342.5% | +342.4% |
| All | +365.9% | +20.3% | +345.6% | +342.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling