+0.6%
AGI vs DOC
+23.5%
-22.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.7% |
| 7D | +17.4% | +5.9% | +11.5% | +15.0% |
| 30D | -0.9% | +10.3% | -11.2% | -4.6% |
| 3M | -1.6% | -2.2% | +0.6% | -0.5% |
| 6M | -24.7% | +8.2% | -32.9% | -27.2% |
| YTD | -15.3% | +35.4% | -50.6% | -26.8% |
| All | +0.6% | +23.5% | -22.9% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling