+319.9%
ADP vs AFL
+339.8%
-19.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | +2.2% | +2.9% | -0.7% | +0.8% |
| 30D | +10.6% | +8.0% | +2.6% | +6.5% |
| 3M | +12.9% | +5.9% | +7.0% | +9.7% |
| 6M | +50.6% | +11.6% | +39.0% | +42.6% |
| YTD | +23.2% | +17.5% | +5.7% | +13.5% |
| 1Y | +25.3% | +13.3% | +12.0% | +17.5% |
| 3Y | +47.1% | +67.0% | -19.9% | +12.2% |
| 5Y | +50.1% | +150.6% | -100.6% | -8.0% |
| All | +319.9% | +339.8% | -19.9% | +87.4% |
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