+374.0%
AGI vs DOC
-2.1%
+376.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | +0.6% | -1.5% | +2.1% | +0.9% |
| 30D | +18.2% | -4.8% | +23.0% | +19.3% |
| 3M | -4.1% | +6.9% | -11.0% | -5.5% |
| 6M | -28.7% | +20.7% | -49.5% | -31.4% |
| YTD | -4.0% | +34.1% | -38.1% | -9.3% |
| 1Y | +17.4% | +22.6% | -5.2% | +12.5% |
| 3Y | +203.0% | +20.8% | +182.2% | +189.0% |
| 5Y | +376.7% | -24.9% | +401.5% | +375.0% |
| All | +374.0% | -2.1% | +376.1% | +498.9% |
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