+617.4%
AFL vs PODD
+767.5%
-150.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | +0.6% | +1.6% | -1.0% | +0.2% |
| 30D | -6.2% | +10.7% | -16.9% | -8.5% |
| 3M | +2.2% | +0.7% | +1.4% | +0.8% |
| 6M | +5.3% | -39.3% | +44.6% | +16.2% |
| YTD | +8.0% | -48.1% | +56.1% | +23.4% |
| 1Y | +10.2% | -57.4% | +67.7% | +31.4% |
| 3Y | +67.1% | -23.3% | +90.3% | +64.5% |
| 5Y | +135.6% | -51.3% | +186.8% | +147.7% |
| 10Y | +299.4% | +242.0% | +57.3% | +115.9% |
| All | +617.4% | +767.5% | -150.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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