+97.7%
DOCN vs AFRM
-4.9%
+102.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.0% | -12.2% | -8.9% |
| 7D | -20.0% | +3.1% | -23.1% | -21.0% |
| 30D | -38.8% | +1.1% | -39.9% | -38.9% |
| 3M | -34.8% | -3.2% | -31.6% | -35.0% |
| 6M | -22.8% | +12.7% | -35.5% | -27.9% |
| YTD | +74.6% | +1.6% | +73.0% | +65.1% |
| 1Y | +116.4% | +5.9% | +110.6% | +99.9% |
| 3Y | +239.3% | +237.0% | +2.3% | +76.1% |
| 5Y | -20.2% | -55.1% | +34.9% | -42.1% |
| All | +97.7% | -4.9% | +102.6% | +20.6% |
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