+103.1%
DOCN vs AIG
+106.2%
-3.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.3% |
| 7D | +19.1% | +6.6% | +12.5% | +16.5% |
| 30D | -21.0% | +7.0% | -28.0% | -23.2% |
| 3M | -34.7% | +9.7% | -44.5% | -37.3% |
| 6M | -45.8% | +10.8% | -56.6% | -48.7% |
| YTD | +79.4% | -1.3% | +80.7% | +77.7% |
| 1Y | +91.0% | +8.4% | +82.7% | +80.7% |
| 3Y | +237.5% | +39.0% | +198.4% | +182.2% |
| 5Y | -30.4% | +59.6% | -90.0% | -45.6% |
| All | +103.1% | +106.2% | -3.1% | +70.0% |
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