+87.1%
DOCN vs AJG
+84.4%
+2.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -4.0% | +16.7% | +13.8% |
| 7D | +16.3% | -3.8% | +20.1% | +17.4% |
| 30D | +2.0% | +1.6% | +0.4% | +0.8% |
| 3M | -25.2% | +18.6% | -43.8% | -32.6% |
| 6M | +132.7% | +10.9% | +121.8% | +116.0% |
| YTD | +163.3% | -2.0% | +165.2% | +159.5% |
| 1Y | +280.3% | -14.9% | +295.3% | +307.8% |
| 3Y | +371.8% | +13.4% | +358.4% | +256.4% |
| 5Y | +87.1% | +83.2% | +3.9% | -30.0% |
| All | +87.1% | +84.4% | +2.7% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling