-11.5%
AJG vs DOCU
-9.0%
-2.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -2.0% |
| 7D | -1.8% | +6.9% | -8.7% | -2.8% |
| 30D | +4.6% | +19.0% | -14.3% | +1.7% |
| 3M | +24.9% | +34.3% | -9.4% | +18.4% |
| 6M | +17.2% | +48.0% | -30.8% | +9.3% |
| YTD | +2.2% | 0.0% | +2.1% | -3.4% |
| 1Y | -11.5% | -10.3% | -1.2% | -16.8% |
| All | -11.5% | -9.0% | -2.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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