+39.6%
DOCS vs AJG
+17.5%
+22.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.1% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +11.4% | +19.4% | -7.9% | +6.7% |
| 3M | +25.4% | +11.9% | +13.5% | +21.8% |
| 6M | +42.5% | +48.3% | -5.7% | +29.9% |
| YTD | -24.7% | +10.3% | -35.0% | -27.1% |
| 1Y | -32.9% | +11.5% | -44.5% | -35.3% |
| 3Y | +39.6% | +17.5% | +22.1% | +44.9% |
| All | +39.6% | +17.5% | +22.1% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling