+235.7%
AFL vs DOCU
+110.9%
+124.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.2% | +1.6% | -1.3% | +0.1% |
| 30D | +8.6% | +10.8% | -2.2% | +8.0% |
| 3M | +5.3% | +38.0% | -32.6% | +3.3% |
| 6M | +10.0% | +77.4% | -67.4% | +6.3% |
| YTD | +16.5% | +17.2% | -0.7% | +14.9% |
| 1Y | +12.7% | +15.6% | -2.9% | +11.1% |
| 3Y | +65.5% | +95.6% | -30.1% | +56.9% |
| 5Y | +148.5% | -69.7% | +218.2% | +147.8% |
| All | +235.7% | +110.9% | +124.8% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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