+8.9%
DOCS vs AG
+260.2%
-251.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.6% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | +21.8% | +19.2% | +2.6% | +19.4% |
| 3M | +27.3% | +6.2% | +21.1% | +25.7% |
| 6M | -0.3% | -26.7% | +26.3% | +1.8% |
| YTD | -40.5% | +26.1% | -66.6% | -43.4% |
| 1Y | -61.5% | +131.7% | -193.2% | -66.5% |
| All | +8.9% | +260.2% | -251.3% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling