-50.3%
DOCS vs AFRM
+8.6%
-58.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.1% | -2.0% |
| 7D | -1.4% | -7.0% | +5.5% | +0.4% |
| 30D | +21.8% | -7.8% | +29.6% | +24.3% |
| 3M | +27.3% | +5.3% | +22.0% | +24.4% |
| 6M | -0.3% | +42.6% | -43.0% | -11.8% |
| YTD | -40.5% | -2.8% | -37.7% | -41.5% |
| 1Y | -61.5% | -19.3% | -42.2% | -61.0% |
| 3Y | +8.2% | +231.0% | -222.8% | -37.2% |
| 5Y | -73.4% | -22.2% | -51.2% | -81.2% |
| All | -50.3% | +8.6% | -58.9% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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