-38.7%
DOCS vs AFL
+164.3%
-202.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +17.4% | +10.0% | +7.4% | +13.3% |
| 3M | +57.4% | -1.6% | +58.9% | +57.9% |
| 6M | +26.5% | +10.5% | +16.0% | +20.9% |
| YTD | -26.6% | +14.3% | -40.8% | -31.0% |
| 1Y | -48.1% | +11.4% | -59.4% | -50.7% |
| 3Y | +52.6% | +62.4% | -9.8% | +20.3% |
| 5Y | -52.1% | +144.8% | -196.9% | -70.3% |
| All | -38.7% | +164.3% | -202.9% | -62.0% |
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 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