+357.4%
AGI vs DOC
+15.7%
+341.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +16.0% | +6.5% | +9.5% | +14.7% |
| 30D | +1.0% | +9.2% | -8.2% | -0.7% |
| 3M | +2.5% | -2.5% | +5.0% | +2.9% |
| 6M | -24.0% | +7.1% | -31.1% | -25.1% |
| YTD | -17.2% | +33.0% | -50.2% | -21.5% |
| 1Y | +4.9% | +23.3% | -18.4% | +0.7% |
| 3Y | +142.6% | +44.9% | +97.7% | +126.6% |
| 5Y | +315.2% | -21.6% | +336.8% | +311.5% |
| All | +357.4% | +15.7% | +341.7% | +354.3% |
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