+691.0%
AFL vs DG
+606.1%
+84.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | +0.6% | +8.4% | -7.8% | -0.7% |
| 30D | -6.2% | +4.9% | -11.1% | -7.0% |
| 3M | +2.2% | +29.3% | -27.2% | -2.3% |
| 6M | +5.3% | -11.3% | +16.5% | +6.9% |
| YTD | +8.0% | +1.8% | +6.2% | +6.9% |
| 1Y | +10.2% | +25.3% | -15.1% | +4.8% |
| 3Y | +67.1% | +9.1% | +58.0% | +57.2% |
| 5Y | +135.6% | -34.9% | +170.5% | +145.6% |
| 10Y | +299.4% | +108.2% | +191.2% | +207.3% |
| All | +691.0% | +606.1% | +84.9% | +281.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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