-53.9%
DOCS vs AJG
+88.6%
-142.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.0% | -3.3% | -5.7% |
| 7D | -7.3% | -3.8% | -3.6% | -5.8% |
| 30D | -10.9% | +1.6% | -12.5% | -11.4% |
| 3M | +20.3% | +18.6% | +1.7% | +11.8% |
| 6M | -3.6% | +10.9% | -14.5% | -8.2% |
| YTD | -44.9% | -2.0% | -42.9% | -44.8% |
| 1Y | -64.9% | -14.9% | -49.9% | -62.7% |
| 3Y | +7.6% | +13.4% | -5.8% | -5.0% |
| 5Y | -74.0% | +83.2% | -157.2% | -84.7% |
| All | -53.9% | +88.6% | -142.6% | -73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling