-48.1%
DOCS vs AGI
+2.1%
-50.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.2% |
| 7D | -0.8% | +16.0% | -16.7% | -2.2% |
| 30D | +17.4% | +1.0% | +16.5% | +16.9% |
| 3M | +57.4% | +2.5% | +54.9% | +56.3% |
| 6M | +26.5% | -24.0% | +50.6% | +24.8% |
| YTD | -26.6% | -17.2% | -9.3% | -27.4% |
| 1Y | -48.1% | +4.9% | -52.9% | -49.5% |
| All | -48.1% | +2.1% | -50.2% | -49.5% |
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