+84.3%
AJG vs DOCU
-71.0%
+155.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | +2.0% | -5.5% | +7.6% | +2.6% |
| 30D | +24.0% | +12.6% | +11.4% | +22.7% |
| 3M | +12.2% | +36.4% | -24.2% | +8.9% |
| 6M | +43.9% | +66.8% | -22.9% | +37.0% |
| YTD | +9.8% | +13.5% | -3.7% | +7.4% |
| 1Y | +16.2% | +11.3% | +4.9% | +13.8% |
| 3Y | +19.3% | +92.1% | -72.8% | +8.9% |
| All | +84.3% | -71.0% | +155.3% | +82.2% |
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