+66.4%
DOCN vs AIG
+101.4%
-35.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.0% | -14.9% | -15.5% |
| 7D | -29.3% | -0.6% | -28.7% | -29.1% |
| 30D | -46.0% | +7.7% | -53.8% | -47.7% |
| 3M | -43.2% | +1.7% | -44.9% | -43.9% |
| 6M | -53.7% | +4.5% | -58.2% | -55.1% |
| YTD | +46.9% | -3.6% | +50.5% | +46.8% |
| 1Y | +54.3% | +8.7% | +45.7% | +45.4% |
| 3Y | +185.5% | +35.7% | +149.8% | +140.8% |
| 5Y | -31.1% | +53.9% | -85.0% | -45.9% |
| All | +66.4% | +101.4% | -35.1% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling