-61.5%
DOCS vs AJG
-12.9%
-48.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | +21.8% | +4.6% | +17.2% | +20.4% |
| 3M | +27.3% | +24.9% | +2.4% | +20.4% |
| 6M | -0.3% | +17.2% | -17.5% | -4.1% |
| YTD | -40.5% | +2.2% | -42.6% | -41.6% |
| 1Y | -61.5% | -11.5% | -50.0% | -61.8% |
| All | -61.5% | -12.9% | -48.7% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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