-50.3%
DOCS vs AFL
+149.7%
-200.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | +21.8% | -6.2% | +28.0% | +24.5% |
| 3M | +27.3% | +2.2% | +25.1% | +25.6% |
| 6M | -0.3% | +5.3% | -5.6% | -3.2% |
| YTD | -40.5% | +8.0% | -48.4% | -42.9% |
| 1Y | -61.5% | +10.2% | -71.8% | -63.5% |
| 3Y | +8.2% | +67.1% | -58.9% | -16.9% |
| 5Y | -73.4% | +135.6% | -209.0% | -83.2% |
| All | -50.3% | +149.7% | -200.0% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling