-37.4%
DOCS vs AG
-5.4%
-32.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.0% | -3.8% |
| 7D | -1.3% | -2.9% | +1.5% | -0.9% |
| 30D | +19.4% | -15.1% | +34.5% | +22.3% |
| 3M | +53.4% | -15.4% | +68.8% | +56.6% |
| 6M | +28.8% | -21.9% | +50.7% | +31.9% |
| YTD | -25.1% | -10.4% | -14.6% | -27.0% |
| 1Y | -48.1% | +39.8% | -88.0% | -53.7% |
| 3Y | +51.4% | +209.5% | -158.2% | +5.9% |
| 5Y | -51.1% | +12.5% | -63.6% | -56.2% |
| All | -37.4% | -5.4% | -32.0% | -43.5% |
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