+151.4%
ADBE vs AFL
+303.3%
-151.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -5.4% | -1.6% | -3.7% | -4.8% |
| 30D | -2.5% | -4.0% | +1.5% | -1.1% |
| 3M | +15.3% | -0.5% | +15.8% | +15.5% |
| 6M | -7.8% | +6.5% | -14.4% | -10.0% |
| YTD | -27.9% | +6.2% | -34.1% | -29.7% |
| 1Y | -28.0% | +8.3% | -36.3% | -30.4% |
| 3Y | -55.3% | +62.5% | -117.9% | -63.2% |
| 5Y | -61.7% | +136.2% | -197.9% | -72.6% |
| All | +151.4% | +303.3% | -151.8% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling