+116.4%
DOCN vs AFL
+18.6%
+97.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.0% | -8.2% | -6.4% |
| 7D | -20.0% | +2.9% | -23.0% | -18.3% |
| 30D | -38.8% | +11.5% | -50.3% | -34.2% |
| 3M | -34.8% | +0.6% | -35.4% | -32.1% |
| 6M | -22.8% | +11.7% | -34.5% | -20.7% |
| YTD | +74.6% | +15.4% | +59.2% | +74.1% |
| 1Y | +116.4% | +17.6% | +98.9% | +112.0% |
| All | +116.4% | +18.6% | +97.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling