+149.1%
AFL vs DOCU
-71.9%
+221.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +0.9% |
| 7D | +2.2% | -3.2% | +5.4% | +2.4% |
| 30D | +11.1% | +15.7% | -4.6% | +10.0% |
| 3M | +1.0% | +37.3% | -36.2% | -1.3% |
| 6M | +11.4% | +63.1% | -51.7% | +7.3% |
| YTD | +16.3% | +15.4% | +0.9% | +14.4% |
| 1Y | +15.9% | +11.3% | +4.5% | +14.2% |
| 3Y | +63.6% | +92.1% | -28.4% | +52.5% |
| 5Y | +149.1% | -70.5% | +219.6% | +150.0% |
| All | +149.1% | -71.9% | +221.0% | +150.0% |
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