+1,671.0%
DIS vs AFL
+20,477.3%
-18,806.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.6% | +1.4% | -0.9% | +0.1% |
| 30D | +10.3% | +9.7% | +0.6% | +7.1% |
| 3M | +15.6% | +5.5% | +10.1% | +13.5% |
| 6M | +15.1% | +11.2% | +3.9% | +11.1% |
| YTD | +6.0% | +17.1% | -11.1% | +0.4% |
| 1Y | +5.7% | +14.0% | -8.4% | +0.9% |
| 3Y | +39.8% | +66.3% | -26.5% | +17.2% |
| 5Y | -23.9% | +152.7% | -176.6% | -44.3% |
| 10Y | +32.9% | +341.3% | -308.4% | -19.3% |
| All | +1,671.0% | +20,477.3% | -18,806.4% | +287.4% |
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