+4,782.6%
DELL vs AFL
+301.7%
+4,480.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +8.7% | -2.1% | +10.9% | +9.7% |
| 30D | +16.9% | -5.4% | +22.3% | +19.8% |
| 3M | +40.4% | -0.3% | +40.7% | +39.7% |
| 6M | +267.1% | +5.2% | +261.9% | +254.3% |
| YTD | +329.1% | +5.7% | +323.4% | +312.1% |
| 1Y | +346.9% | +10.2% | +336.7% | +318.7% |
| 3Y | +696.6% | +63.4% | +633.2% | +499.1% |
| 5Y | +1,106.2% | +133.0% | +973.2% | +653.4% |
| 10Y | +4,177.7% | +299.5% | +3,878.2% | +2,110.1% |
| All | +4,782.6% | +301.7% | +4,480.9% | +2,421.3% |
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