+55.8%
DOCS vs AA
+48.6%
+7.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -3.4% |
| 7D | -1.3% | -3.7% | +2.3% | -0.6% |
| 30D | +19.4% | -10.8% | +30.2% | +21.7% |
| 3M | +53.4% | -19.1% | +72.5% | +58.8% |
| 6M | +28.8% | -38.7% | +67.5% | +38.4% |
| YTD | -25.1% | -27.1% | +2.1% | -23.4% |
| 1Y | -48.1% | +8.3% | -56.5% | -51.8% |
| All | +55.8% | +48.6% | +7.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling