-50.3%
DOCS vs AJG
+96.5%
-146.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.2% |
| 7D | -1.4% | -1.8% | +0.4% | -0.7% |
| 30D | +21.8% | +4.6% | +17.2% | +19.4% |
| 3M | +27.3% | +24.9% | +2.4% | +15.7% |
| 6M | -0.3% | +17.2% | -17.5% | -7.3% |
| YTD | -40.5% | +2.2% | -42.6% | -41.4% |
| 1Y | -61.5% | -11.5% | -50.0% | -59.9% |
| 3Y | +8.2% | +16.7% | -8.5% | -5.3% |
| 5Y | -73.4% | +89.6% | -163.0% | -84.5% |
| All | -50.3% | +96.5% | -146.8% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling