+8.9%
DOCS vs AFL
+67.4%
-58.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +21.8% | -6.2% | +28.0% | +23.2% |
| 3M | +27.3% | +2.2% | +25.1% | +26.0% |
| 6M | -0.3% | +5.3% | -5.6% | -2.3% |
| YTD | -40.5% | +8.0% | -48.4% | -42.1% |
| 1Y | -61.5% | +10.2% | -71.8% | -62.9% |
| All | +8.9% | +67.4% | -58.5% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling