+397.0%
AGI vs DOC
-24.5%
+421.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | +18.2% | -4.8% | +23.0% | +20.4% |
| 3M | -4.1% | +6.9% | -11.0% | -6.8% |
| 6M | -28.7% | +20.7% | -49.5% | -34.0% |
| YTD | -4.0% | +34.1% | -38.1% | -14.5% |
| 1Y | +17.4% | +22.6% | -5.2% | +7.6% |
| 3Y | +203.0% | +20.8% | +182.2% | +174.7% |
| All | +397.0% | -24.5% | +421.6% | +420.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling