+324.3%
DOCN vs AFRM
+232.3%
+91.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +3.5% |
| 7D | +1.1% | -7.0% | +8.1% | +2.9% |
| 30D | -9.6% | -7.8% | -1.8% | -8.2% |
| 3M | -37.7% | +5.3% | -43.0% | -39.4% |
| 6M | +115.2% | +42.6% | +72.6% | +89.4% |
| YTD | +133.7% | -2.8% | +136.5% | +127.7% |
| 1Y | +250.2% | -19.3% | +269.5% | +256.8% |
| All | +324.3% | +232.3% | +91.9% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 3y: compounded portfolio wealth divided by compounded AFRM 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…
3y analysis · Full analysis span regression · 6 months rolling