+12.5%
DECK vs AFL
+14.1%
-1.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +6.8% | +2.1% | +4.7% | +6.1% |
| 30D | +8.3% | +10.6% | -2.2% | +5.2% |
| 3M | -7.9% | +4.4% | -12.2% | -9.2% |
| 6M | -10.6% | +13.1% | -23.7% | -13.6% |
| YTD | -13.4% | +16.6% | -30.0% | -17.6% |
| 1Y | +12.5% | +13.8% | -1.4% | +10.1% |
| All | +12.5% | +14.1% | -1.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling