+371.8%
DOCN vs AJG
+12.1%
+359.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -4.0% | +16.7% | +11.7% |
| 7D | +16.3% | -3.8% | +20.1% | +15.5% |
| 30D | +2.0% | +1.6% | +0.4% | +2.4% |
| 3M | -25.2% | +18.6% | -43.8% | -24.5% |
| 6M | +132.7% | +10.9% | +121.8% | +135.8% |
| YTD | +163.3% | -2.0% | +165.2% | +167.8% |
| 1Y | +280.3% | -14.9% | +295.3% | +296.6% |
| 3Y | +371.8% | +13.4% | +358.4% | +364.7% |
| All | +371.8% | +12.1% | +359.8% | +364.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling