-50.3%
DOCS vs AIG
+78.6%
-128.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -2.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | +21.8% | -4.9% | +26.7% | +23.9% |
| 3M | +27.3% | +4.5% | +22.8% | +25.0% |
| 6M | -0.3% | -1.4% | +1.1% | -0.3% |
| YTD | -40.5% | -9.8% | -30.7% | -38.6% |
| 1Y | -61.5% | -4.5% | -57.0% | -61.4% |
| 3Y | +8.2% | +37.4% | -29.3% | -9.4% |
| 5Y | -73.4% | +55.0% | -128.4% | -79.0% |
| All | -50.3% | +78.6% | -128.9% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 all: compounded portfolio wealth divided by compounded AIG 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…
all analysis · Full analysis span regression · 6 months rolling