+137.6%
AFL vs DOCU
-78.0%
+215.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.2% |
| 7D | +0.6% | +6.9% | -6.3% | +0.1% |
| 30D | -6.2% | +19.0% | -25.2% | -7.4% |
| 3M | +2.2% | +34.3% | -32.1% | -0.1% |
| 6M | +5.3% | +48.0% | -42.7% | +2.0% |
| YTD | +8.0% | 0.0% | +7.9% | +7.4% |
| 1Y | +10.2% | -10.3% | +20.5% | +10.3% |
| 3Y | +67.1% | +32.4% | +34.7% | +60.0% |
| All | +137.6% | -78.0% | +215.5% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling