-32.9%
DOCS vs AFL
+13.6%
-46.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.4% |
| 7D | +2.6% | +2.9% | -0.3% | +2.6% |
| 30D | +11.4% | +8.0% | +3.5% | +11.7% |
| 3M | +25.4% | +5.9% | +19.5% | +25.2% |
| 6M | +42.5% | +11.6% | +30.9% | +40.3% |
| YTD | -24.7% | +17.5% | -42.2% | -27.3% |
| 1Y | -32.9% | +13.3% | -46.2% | -34.3% |
| All | -32.9% | +13.6% | -46.5% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling