+164.6%
DOCN vs AFRM
-9.0%
+173.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +3.7% |
| 7D | +1.1% | -7.0% | +8.1% | +3.3% |
| 30D | -9.6% | -7.8% | -1.8% | -8.0% |
| 3M | -37.7% | +5.3% | -43.0% | -39.8% |
| 6M | +115.2% | +42.6% | +72.6% | +84.6% |
| YTD | +133.7% | -2.8% | +136.5% | +125.4% |
| 1Y | +250.2% | -19.3% | +269.5% | +255.4% |
| 3Y | +320.3% | +231.0% | +89.3% | +117.2% |
| 5Y | +53.1% | -22.2% | +75.3% | +3.2% |
| All | +164.6% | -9.0% | +173.6% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling