+70.5%
DOCN vs AIG
+93.5%
-23.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +3.9% |
| 7D | -19.2% | -5.1% | -14.1% | -17.7% |
| 30D | -43.1% | +2.8% | -45.8% | -43.9% |
| 3M | -40.7% | -2.1% | -38.6% | -40.7% |
| 6M | -55.0% | +1.4% | -56.4% | -56.0% |
| YTD | +50.6% | -7.4% | +58.0% | +52.5% |
| 1Y | +54.0% | +4.4% | +49.5% | +46.9% |
| 3Y | +203.9% | +30.0% | +173.9% | +160.0% |
| 5Y | -29.4% | +47.9% | -77.2% | -43.8% |
| All | +70.5% | +93.5% | -23.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling