-47.3%
DOCS vs AGI
-1.1%
-46.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.8% | -4.4% | +5.4% |
| 7D | +1.2% | -5.3% | +6.5% | +1.4% |
| 30D | +21.3% | -7.1% | +28.5% | +21.5% |
| 3M | +58.4% | +4.4% | +54.0% | +58.5% |
| 6M | +39.3% | -23.0% | +62.3% | +38.4% |
| YTD | -21.7% | -22.0% | +0.3% | -22.2% |
| 1Y | -47.3% | +0.3% | -47.6% | -47.8% |
| All | -47.3% | -1.1% | -46.2% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling