-38.7%
DOCS vs AG
-3.7%
-35.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.3% |
| 7D | -0.8% | +6.3% | -7.1% | -1.7% |
| 30D | +17.4% | -8.9% | +26.4% | +19.0% |
| 3M | +57.4% | -12.2% | +69.6% | +59.7% |
| 6M | +26.5% | -28.3% | +54.8% | +31.5% |
| YTD | -26.6% | -8.8% | -17.8% | -28.7% |
| 1Y | -48.1% | +39.4% | -87.4% | -53.6% |
| 3Y | +52.6% | +229.4% | -176.8% | +5.4% |
| 5Y | -52.1% | +14.5% | -66.6% | -57.2% |
| All | -38.7% | -3.7% | -35.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling