-20.9%
AFRM vs DOCU
-78.0%
+57.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -5.5% |
| 7D | -7.0% | +6.9% | -13.8% | -11.9% |
| 30D | -7.8% | +19.0% | -26.8% | -20.4% |
| 3M | +5.3% | +34.3% | -29.0% | -19.4% |
| 6M | +42.6% | +48.0% | -5.4% | -1.6% |
| YTD | -2.8% | 0.0% | -2.8% | -9.5% |
| 1Y | -19.3% | -10.3% | -9.0% | -19.7% |
| 3Y | +231.0% | +32.4% | +198.6% | +97.8% |
| All | -20.9% | -78.0% | +57.0% | +56.9% |
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