-52.3%
DOCS vs AFRM
-53.0%
+0.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.0% | +1.3% | +4.8% |
| 7D | +1.2% | +3.1% | -1.9% | +0.3% |
| 30D | +21.3% | +1.1% | +20.2% | +20.8% |
| 3M | +58.4% | -3.2% | +61.6% | +58.8% |
| 6M | +39.3% | +12.7% | +26.6% | +31.5% |
| YTD | -21.7% | +1.6% | -23.3% | -24.5% |
| 1Y | -47.3% | +5.9% | -53.2% | -50.6% |
| 3Y | +58.2% | +237.0% | -178.8% | -12.3% |
| 5Y | -52.3% | -55.1% | +2.9% | -52.3% |
| All | -52.3% | -53.0% | +0.7% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling