+34.8%
DIS vs AFL
+69.3%
-34.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +3.5% | -6.2% | +9.7% | +5.4% |
| 3M | +6.8% | +2.2% | +4.6% | +6.1% |
| 6M | +3.0% | +5.3% | -2.3% | +1.2% |
| YTD | -6.7% | +8.0% | -14.7% | -9.2% |
| 1Y | -10.1% | +10.2% | -20.3% | -13.1% |
| All | +34.8% | +69.3% | -34.5% | +19.5% |
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