+324.3%
DOCN vs AIG
+38.1%
+286.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.1% |
| 7D | +1.1% | -0.9% | +2.1% | +1.4% |
| 30D | -9.6% | -4.9% | -4.8% | -8.3% |
| 3M | -37.7% | +4.5% | -42.2% | -39.4% |
| 6M | +115.2% | -1.4% | +116.7% | +114.6% |
| YTD | +133.7% | -9.8% | +143.5% | +141.0% |
| 1Y | +250.2% | -4.5% | +254.7% | +246.7% |
| All | +324.3% | +38.1% | +286.2% | +241.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling