-37.4%
DOCS vs AJG
+108.0%
-145.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +0.1% | -3.8% | +3.8% | +1.6% |
| 30D | +8.7% | +19.1% | -10.4% | +1.2% |
| 3M | +32.9% | +8.8% | +24.0% | +28.2% |
| 6M | +25.5% | +41.3% | -15.8% | +8.1% |
| YTD | -25.0% | +8.1% | -33.1% | -28.0% |
| 1Y | -34.9% | +9.6% | -44.5% | -37.9% |
| 3Y | +39.3% | +15.0% | +24.4% | +24.9% |
| 5Y | -54.8% | +76.2% | -131.0% | -72.5% |
| All | -37.4% | +108.0% | -145.4% | -65.8% |
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