+305.4%
AGI vs DOC
-22.1%
+327.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +7.8% | +6.2% | +1.6% | +5.6% |
| 30D | -5.0% | +6.5% | -11.5% | -7.3% |
| 3M | -0.5% | -6.2% | +5.7% | +1.8% |
| 6M | -19.9% | +25.6% | -45.5% | -27.0% |
| YTD | -19.2% | +32.1% | -51.3% | -27.8% |
| 1Y | +0.6% | +20.3% | -19.7% | -7.0% |
| 3Y | +134.4% | +42.7% | +91.7% | +98.5% |
| 5Y | +305.4% | -22.2% | +327.6% | +329.1% |
| All | +305.4% | -22.1% | +327.5% | +329.1% |
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