+4,416.0%
AGI vs DOC
+338.5%
+4,077.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.1% | +7.7% | +10.3% |
| 7D | -5.3% | +8.7% | -14.0% | -6.6% |
| 30D | -7.1% | +7.6% | -14.8% | -8.4% |
| 3M | +4.4% | -5.3% | +9.7% | +5.4% |
| 6M | -23.0% | +27.6% | -50.6% | -26.3% |
| YTD | -22.0% | +32.4% | -54.4% | -25.8% |
| 1Y | +0.3% | +22.9% | -22.6% | -3.4% |
| 3Y | +126.3% | +43.1% | +83.2% | +111.6% |
| 5Y | +307.7% | -21.4% | +329.1% | +315.5% |
| 10Y | +313.3% | +16.8% | +296.4% | +283.4% |
| All | +4,416.0% | +338.5% | +4,077.5% | +2,951.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling