+136.9%
AGI vs DOC
+43.2%
+93.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +7.8% | +6.2% | +1.6% | +5.7% |
| 30D | -5.0% | +6.5% | -11.5% | -7.1% |
| 3M | -0.5% | -6.2% | +5.7% | +1.7% |
| 6M | -19.9% | +25.6% | -45.5% | -26.6% |
| YTD | -19.2% | +32.1% | -51.3% | -27.1% |
| 1Y | +0.6% | +20.3% | -19.7% | -6.6% |
| All | +136.9% | +43.2% | +93.7% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling