+19,143.8%
AFL vs DD
+961.9%
+18,181.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | +0.6% | -3.5% | +4.1% | +2.2% |
| 30D | -6.2% | -10.3% | +4.1% | -1.7% |
| 3M | +2.2% | -7.5% | +9.7% | +5.2% |
| 6M | +5.3% | -8.0% | +13.3% | +7.6% |
| YTD | +8.0% | +10.5% | -2.5% | +1.1% |
| 1Y | +10.2% | +38.3% | -28.0% | -7.4% |
| 3Y | +67.1% | +42.5% | +24.6% | +32.9% |
| 5Y | +135.6% | +60.2% | +75.4% | +73.3% |
| 10Y | +299.4% | +68.9% | +230.5% | +166.4% |
| All | +19,143.8% | +961.9% | +18,181.9% | +4,945.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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