+84.2%
DOCN vs AJG
+142.9%
-58.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.1% |
| 7D | -12.8% | +0.6% | -13.4% | -13.0% |
| 30D | -41.9% | +20.6% | -62.5% | -44.6% |
| 3M | -36.9% | +13.4% | -50.3% | -39.5% |
| 6M | -52.2% | +41.9% | -94.2% | -59.3% |
| YTD | +62.7% | +9.4% | +53.3% | +55.9% |
| 1Y | +58.2% | +13.6% | +44.7% | +47.9% |
| 3Y | +219.5% | +17.0% | +202.4% | +164.0% |
| 5Y | -32.9% | +82.9% | -115.8% | -66.8% |
| All | +84.2% | +142.9% | -58.7% | -3.8% |
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