-21.6%
AFRM vs DOCU
-69.0%
+47.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +4.9% |
| 7D | +3.1% | -3.7% | +6.8% | +5.9% |
| 30D | +1.1% | +15.0% | -13.8% | -9.7% |
| 3M | -3.2% | +39.9% | -43.1% | -26.8% |
| 6M | +12.7% | +66.2% | -53.5% | -27.9% |
| YTD | +1.6% | +17.7% | -16.1% | -17.4% |
| 1Y | +5.9% | +13.7% | -7.8% | -11.9% |
| 3Y | +237.0% | +95.9% | +141.1% | +49.6% |
| 5Y | -55.1% | -71.7% | +16.5% | -35.5% |
| All | -21.6% | -69.0% | +47.5% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling