+20,626.4%
AFL vs DOC
+2,926.9%
+17,699.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +2.2% | +6.2% | -4.0% | -0.7% |
| 30D | +11.1% | +6.5% | +4.6% | +7.7% |
| 3M | +1.0% | -6.2% | +7.3% | +3.8% |
| 6M | +11.4% | +25.6% | -14.2% | -1.6% |
| YTD | +16.3% | +32.1% | -15.8% | -0.5% |
| 1Y | +15.9% | +20.3% | -4.4% | +3.5% |
| 3Y | +63.6% | +42.7% | +20.9% | +30.1% |
| 5Y | +149.1% | -22.2% | +171.2% | +160.3% |
| 10Y | +364.2% | +16.5% | +347.7% | +273.2% |
| All | +20,626.4% | +2,926.9% | +17,699.5% | +6,088.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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