-55.0%
DOCS vs AFL
+151.4%
-206.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -0.6% | +2.1% | -2.6% | -1.3% |
| 30D | +6.3% | +10.6% | -4.3% | +2.3% |
| 3M | +26.5% | +4.4% | +22.1% | +24.3% |
| 6M | +24.8% | +13.1% | +11.7% | +18.0% |
| YTD | -26.8% | +16.6% | -43.4% | -31.9% |
| 1Y | -38.3% | +13.8% | -52.1% | -42.0% |
| 3Y | +36.0% | +65.7% | -29.6% | +5.4% |
| 5Y | -55.0% | +153.1% | -208.1% | -73.8% |
| All | -55.0% | +151.4% | -206.4% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling