+80.2%
AJG vs DOCU
-69.6%
+149.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +2.0% |
| 7D | +0.5% | +4.1% | -3.6% | +0.1% |
| 30D | +19.4% | +7.4% | +12.0% | +18.6% |
| 3M | +11.9% | +26.0% | -14.1% | +9.5% |
| 6M | +48.3% | +79.2% | -30.9% | +40.3% |
| YTD | +10.3% | +18.1% | -7.7% | +7.5% |
| 1Y | +11.5% | +20.5% | -9.0% | +8.5% |
| 3Y | +17.5% | +96.4% | -78.9% | +7.1% |
| All | +80.2% | -69.6% | +149.8% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling