+219.5%
DOCN vs AIG
+35.3%
+184.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +7.5% |
| 7D | -12.8% | -3.4% | -9.4% | -12.2% |
| 30D | -41.9% | +3.4% | -45.3% | -42.6% |
| 3M | -36.9% | +1.7% | -38.7% | -37.4% |
| 6M | -52.2% | +5.7% | -57.9% | -53.6% |
| YTD | +62.7% | -5.1% | +67.8% | +65.0% |
| 1Y | +58.2% | +6.1% | +52.2% | +50.9% |
| 3Y | +219.5% | +35.5% | +184.0% | +177.6% |
| All | +219.5% | +35.3% | +184.1% | +177.6% |
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