+1,458.7%
DIS vs AFL
+18,874.7%
-17,415.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +3.5% | -6.2% | +9.7% | +5.5% |
| 3M | +6.8% | +2.2% | +4.6% | +6.0% |
| 6M | +3.0% | +5.3% | -2.3% | +1.1% |
| YTD | -6.7% | +8.0% | -14.7% | -9.3% |
| 1Y | -10.1% | +10.2% | -20.3% | -13.2% |
| 3Y | +33.0% | +67.1% | -34.0% | +11.4% |
| 5Y | -40.0% | +135.6% | -175.6% | -55.0% |
| 10Y | +21.1% | +299.4% | -278.3% | -24.2% |
| All | +1,458.7% | +18,874.7% | -17,415.9% | +250.0% |
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