+62.4%
AFL vs DRI
+56.7%
+5.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | -7.1% | -0.4% | -6.7% | -7.1% |
| 3M | +0.4% | +9.5% | -9.1% | -1.4% |
| 6M | +4.5% | +6.5% | -1.9% | +3.0% |
| YTD | +6.1% | +18.4% | -12.4% | +1.9% |
| 1Y | +10.6% | +4.2% | +6.3% | +9.0% |
| All | +62.4% | +56.7% | +5.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling