+724.9%
DELL vs AFL
+63.5%
+661.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +12.0% |
| 7D | +8.2% | -1.6% | +9.9% | +8.2% |
| 30D | +17.1% | -4.0% | +21.1% | +17.0% |
| 3M | +45.2% | -0.5% | +45.7% | +44.5% |
| 6M | +286.8% | +6.5% | +280.2% | +282.0% |
| YTD | +354.8% | +6.2% | +348.6% | +348.7% |
| 1Y | +358.3% | +8.3% | +350.0% | +349.9% |
| 3Y | +724.9% | +62.5% | +662.4% | +679.7% |
| All | +724.9% | +63.5% | +661.4% | +679.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling