+116.4%
DOCN vs AJG
+19.3%
+97.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.5% | -12.6% | -3.1% |
| 7D | -20.0% | +10.7% | -30.8% | -13.2% |
| 30D | -38.8% | +26.9% | -65.7% | -26.8% |
| 3M | -34.8% | +16.6% | -51.4% | -25.6% |
| 6M | -22.8% | +40.1% | -62.9% | -6.7% |
| YTD | +74.6% | +12.4% | +62.2% | +100.5% |
| 1Y | +116.4% | +15.9% | +100.5% | +157.5% |
| All | +116.4% | +19.3% | +97.1% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling