-37.4%
DOCS vs AFL
+169.5%
-206.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +8.7% | +8.6% | 0.0% | +5.3% |
| 3M | +32.9% | +5.3% | +27.5% | +30.2% |
| 6M | +25.5% | +10.0% | +15.5% | +20.2% |
| YTD | -25.0% | +16.5% | -41.5% | -30.1% |
| 1Y | -34.9% | +12.7% | -47.5% | -38.4% |
| 3Y | +39.3% | +65.5% | -26.2% | +9.1% |
| 5Y | -54.8% | +148.5% | -203.3% | -72.1% |
| All | -37.4% | +169.5% | -206.8% | -61.4% |
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