+133.9%
AFL vs DRI
+71.2%
+62.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 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% | -2.0% |
| 6M | +4.5% | +6.5% | -1.9% | +2.4% |
| YTD | +6.1% | +18.4% | -12.4% | +0.7% |
| 1Y | +10.6% | +4.2% | +6.3% | +8.4% |
| 3Y | +64.0% | +57.1% | +6.9% | +42.2% |
| All | +133.9% | +71.2% | +62.6% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling