-48.1%
DOCS vs AA
+10.6%
-58.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.2% |
| 7D | -0.8% | +0.9% | -1.7% | -0.8% |
| 30D | +17.4% | -6.7% | +24.1% | +17.8% |
| 3M | +57.4% | -16.3% | +73.7% | +58.5% |
| 6M | +26.5% | -37.1% | +63.7% | +27.9% |
| YTD | -26.6% | -25.0% | -1.6% | -28.0% |
| 1Y | -48.1% | +8.6% | -56.6% | -52.0% |
| All | -48.1% | +10.6% | -58.7% | -52.0% |
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