+212.2%
DOCN vs AJG
+111.5%
+100.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +5.5% |
| 7D | +26.5% | -7.4% | +33.9% | +28.9% |
| 30D | +2.3% | -3.0% | +5.2% | +2.4% |
| 3M | -21.2% | +12.8% | -34.0% | -27.2% |
| 6M | +130.6% | +12.8% | +117.8% | +112.3% |
| YTD | +175.7% | -4.7% | +180.5% | +174.1% |
| 1Y | +286.6% | -17.2% | +303.8% | +314.8% |
| 3Y | +394.1% | +10.2% | +383.9% | +290.5% |
| 5Y | +92.1% | +76.9% | +15.1% | -2.4% |
| All | +212.2% | +111.5% | +100.7% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling