+250.2%
DOCN vs AJG
-12.9%
+263.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.0% |
| 7D | +1.1% | -1.8% | +3.0% | +0.1% |
| 30D | -9.6% | +4.6% | -14.3% | -7.0% |
| 3M | -37.7% | +24.9% | -62.6% | -31.6% |
| 6M | +115.2% | +17.2% | +98.0% | +133.7% |
| YTD | +133.7% | +2.2% | +131.6% | +140.9% |
| 1Y | +250.2% | -11.5% | +261.7% | +255.3% |
| All | +250.2% | -12.9% | +263.0% | +255.3% |
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