-37.4%
DOCS vs AFRM
+4.5%
-41.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.8% | +3.5% | -2.1% |
| 7D | -1.3% | -6.9% | +5.6% | +0.7% |
| 30D | +19.4% | -7.0% | +26.4% | +21.7% |
| 3M | +53.4% | -11.2% | +64.6% | +57.6% |
| 6M | +28.8% | +4.3% | +24.5% | +24.7% |
| YTD | -25.1% | -6.4% | -18.7% | -25.9% |
| 1Y | -48.1% | -2.6% | -45.5% | -50.0% |
| 3Y | +51.4% | +210.6% | -159.2% | -9.3% |
| 5Y | -51.1% | -57.6% | +6.5% | -63.2% |
| All | -37.4% | +4.5% | -41.9% | -54.9% |
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