-73.2%
DOCS vs AG
+64.2%
-137.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.5% |
| 7D | -1.4% | +1.0% | -2.4% | -1.6% |
| 30D | +21.8% | +19.2% | +2.6% | +18.6% |
| 3M | +27.3% | +6.2% | +21.1% | +25.2% |
| 6M | -0.3% | -26.7% | +26.3% | +2.7% |
| YTD | -40.5% | +26.1% | -66.6% | -44.5% |
| 1Y | -61.5% | +131.7% | -193.2% | -68.2% |
| 3Y | +8.2% | +255.3% | -247.2% | -22.8% |
| All | -73.2% | +64.2% | -137.4% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling