-55.1%
AFRM vs DOC
-22.8%
-32.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +1.9% |
| 7D | +3.1% | +8.7% | -5.6% | -5.3% |
| 30D | +1.1% | +7.6% | -6.5% | -6.5% |
| 3M | -3.2% | -5.3% | +2.0% | +1.4% |
| 6M | +12.7% | +27.6% | -14.9% | -18.9% |
| YTD | +1.6% | +32.4% | -30.8% | -31.0% |
| 1Y | +5.9% | +22.9% | -17.0% | -21.5% |
| 3Y | +237.0% | +43.1% | +193.9% | +77.6% |
| 5Y | -55.1% | -21.4% | -33.8% | -33.2% |
| All | -55.1% | -22.8% | -32.3% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling