+10,816.5%
ADP vs AFL
+18,874.6%
-8,058.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | +2.8% | -6.2% | +9.0% | +4.6% |
| 3M | +20.9% | +2.2% | +18.8% | +20.2% |
| 6M | +29.9% | +5.3% | +24.6% | +28.0% |
| YTD | +9.6% | +8.0% | +1.7% | +7.2% |
| 1Y | -5.3% | +10.2% | -15.5% | -8.0% |
| 3Y | +16.5% | +67.1% | -50.6% | +0.2% |
| 5Y | +49.4% | +135.6% | -86.2% | +16.6% |
| 10Y | +282.2% | +299.4% | -17.2% | +156.0% |
| All | +10,816.5% | +18,874.6% | -8,058.1% | +2,977.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling