+15.2%
AJG vs DOCU
+96.5%
-81.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.8% | +1.6% | -5.3% | -3.9% |
| 30D | +19.1% | +10.8% | +8.2% | +18.0% |
| 3M | +8.8% | +38.0% | -29.1% | +5.9% |
| 6M | +41.3% | +77.4% | -36.1% | +34.8% |
| YTD | +8.1% | +17.2% | -9.1% | +4.5% |
| 1Y | +9.6% | +15.6% | -5.9% | +6.0% |
| All | +15.2% | +96.5% | -81.3% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling