+84.2%
DOCN vs AIG
+98.2%
-13.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +7.2% |
| 7D | -12.8% | -3.4% | -9.4% | -11.8% |
| 30D | -41.9% | +3.4% | -45.3% | -42.8% |
| 3M | -36.9% | +1.7% | -38.7% | -37.8% |
| 6M | -52.2% | +5.7% | -57.9% | -54.0% |
| YTD | +62.7% | -5.1% | +67.8% | +63.4% |
| 1Y | +58.2% | +6.1% | +52.2% | +50.4% |
| 3Y | +219.5% | +35.5% | +184.0% | +169.3% |
| 5Y | -32.9% | +51.9% | -84.8% | -46.9% |
| All | +84.2% | +98.2% | -13.9% | +56.3% |
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