-38.0%
DOCS vs AFL
+166.7%
-204.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | +7.8% | +9.3% | -1.6% | +4.2% |
| 3M | +20.0% | +1.0% | +19.0% | +19.4% |
| 6M | +26.5% | +11.8% | +14.7% | +20.3% |
| YTD | -25.8% | +15.3% | -41.1% | -30.5% |
| 1Y | -39.5% | +12.1% | -51.5% | -42.6% |
| 3Y | +60.3% | +65.0% | -4.6% | +25.6% |
| 5Y | -57.0% | +149.1% | -206.2% | -73.5% |
| All | -38.0% | +166.7% | -204.7% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling