+87.1%
DOCN vs AIG
+104.9%
-17.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +0.4% |
| 7D | -12.1% | +2.2% | -14.4% | -12.8% |
| 30D | -41.0% | +6.9% | -47.9% | -42.6% |
| 3M | -38.7% | +6.8% | -45.5% | -40.5% |
| 6M | -51.5% | +9.2% | -60.7% | -53.9% |
| YTD | +65.3% | -1.9% | +67.2% | +64.0% |
| 1Y | +53.9% | +9.7% | +44.2% | +44.5% |
| 3Y | +215.6% | +37.9% | +177.7% | +164.6% |
| 5Y | -26.2% | +56.8% | -83.0% | -42.4% |
| All | +87.1% | +104.9% | -17.8% | +56.9% |
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