+133.7%
AFL vs HDB
-34.5%
+168.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.2% | -0.7% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -4.0% | +1.0% | -5.0% | -4.3% |
| 3M | -0.5% | -2.0% | +1.5% | -0.5% |
| 6M | +6.5% | -18.1% | +24.6% | +10.5% |
| YTD | +6.2% | -36.1% | +42.3% | +16.3% |
| 1Y | +8.3% | -34.0% | +42.3% | +17.6% |
| 3Y | +62.5% | -26.7% | +89.2% | +70.6% |
| All | +133.7% | -34.5% | +168.3% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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