+154.5%
DPZ vs AFL
+302.2%
-147.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | -7.0% | -6.2% | -0.8% | -6.0% |
| 3M | +11.6% | +2.2% | +9.4% | +11.2% |
| 6M | -15.2% | +5.3% | -20.4% | -15.9% |
| YTD | -17.2% | +8.0% | -25.2% | -18.4% |
| 1Y | -24.8% | +10.2% | -35.1% | -26.2% |
| 3Y | -8.7% | +67.1% | -75.7% | -15.9% |
| 5Y | -28.9% | +135.6% | -164.5% | -37.8% |
| All | +154.5% | +302.2% | -147.7% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling