+7.2%
DECK vs AFL
+16.4%
-9.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +6.0% | +2.2% | +3.8% | +5.3% |
| 30D | +7.4% | +11.1% | -3.7% | +4.4% |
| 3M | -11.7% | +1.0% | -12.7% | -12.1% |
| 6M | -11.0% | +11.4% | -22.4% | -13.2% |
| YTD | -15.4% | +16.3% | -31.6% | -18.9% |
| 1Y | +7.2% | +15.9% | -8.6% | +3.1% |
| All | +7.2% | +16.4% | -9.1% | +3.1% |
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