-61.5%
DOCS vs AA
+63.2%
-124.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.6% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | +21.8% | +5.0% | +16.8% | +21.2% |
| 3M | +27.3% | -35.8% | +63.1% | +30.7% |
| 6M | -0.3% | -18.4% | +18.1% | -0.6% |
| YTD | -40.5% | -5.5% | -35.0% | -42.1% |
| 1Y | -61.5% | +61.0% | -122.5% | -65.3% |
| All | -61.5% | +63.2% | -124.7% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling