+6,920.8%
DECK vs AFL
+8,274.8%
-1,354.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.9% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -13.6% | -6.2% | -7.4% | -11.8% |
| 3M | -21.2% | +2.2% | -23.4% | -21.9% |
| 6M | -21.1% | +5.3% | -26.4% | -22.6% |
| YTD | -17.2% | +8.0% | -25.2% | -19.6% |
| 1Y | -30.7% | +10.2% | -41.0% | -33.3% |
| 3Y | -3.4% | +67.1% | -70.4% | -19.9% |
| 5Y | +25.5% | +135.6% | -110.0% | -7.7% |
| 10Y | +714.7% | +299.4% | +415.3% | +394.7% |
| All | +6,920.8% | +8,274.8% | -1,354.0% | +1,727.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling