+164.6%
DOCN vs AJG
+126.8%
+37.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.2% |
| 7D | +1.1% | -1.8% | +3.0% | +1.7% |
| 30D | -9.6% | +4.6% | -14.3% | -11.2% |
| 3M | -37.7% | +24.9% | -62.6% | -44.3% |
| 6M | +115.2% | +17.2% | +98.0% | +97.5% |
| YTD | +133.7% | +2.2% | +131.6% | +128.4% |
| 1Y | +250.2% | -11.5% | +261.7% | +270.3% |
| 3Y | +320.3% | +16.7% | +303.6% | +230.8% |
| 5Y | +53.1% | +89.6% | -36.5% | -23.5% |
| All | +164.6% | +126.8% | +37.8% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling