+6,541.6%
AFL vs DRI
+8,070.6%
-1,529.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | -0.7% | +2.2% | +1.7% |
| 30D | +9.7% | +14.7% | -5.0% | +4.6% |
| 3M | +5.5% | +5.4% | +0.1% | +3.3% |
| 6M | +11.2% | +18.8% | -7.6% | +4.1% |
| YTD | +17.1% | +28.4% | -11.3% | +6.0% |
| 1Y | +14.0% | +37.7% | -23.6% | +0.7% |
| 3Y | +66.3% | +68.0% | -1.7% | +34.3% |
| 5Y | +152.7% | +78.8% | +73.9% | +95.8% |
| 10Y | +341.3% | +334.2% | +7.2% | +133.3% |
| All | +6,541.6% | +8,070.6% | -1,529.0% | +1,647.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling