+7,190.8%
DECK vs AFL
+8,852.9%
-1,662.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +5.0% | +5.6% |
| 7D | +10.4% | +2.9% | +7.5% | +9.3% |
| 30D | +11.1% | +11.5% | -0.4% | +7.1% |
| 3M | -10.8% | +0.6% | -11.4% | -11.0% |
| 6M | -8.7% | +11.7% | -20.4% | -12.3% |
| YTD | -14.0% | +15.4% | -29.4% | -18.4% |
| 1Y | +12.0% | +17.6% | -5.5% | +5.7% |
| 3Y | -10.5% | +62.4% | -72.9% | -25.1% |
| 5Y | +28.5% | +151.9% | -123.4% | -7.5% |
| 10Y | +923.3% | +360.7% | +562.5% | +493.4% |
| All | +7,190.8% | +8,852.9% | -1,662.1% | +1,754.8% |
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