+145.0%
DPZ vs AFL
+339.8%
-194.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.4% |
| 7D | +2.2% | +2.9% | -0.6% | +1.7% |
| 30D | +15.5% | +8.0% | +7.5% | +14.0% |
| 3M | -2.0% | +5.9% | -7.9% | -3.0% |
| 6M | +12.1% | +11.6% | +0.5% | +10.1% |
| YTD | -16.6% | +17.5% | -34.1% | -18.9% |
| 1Y | -14.6% | +13.3% | -27.9% | -16.5% |
| 3Y | -4.1% | +67.0% | -71.2% | -11.9% |
| 5Y | -28.3% | +150.6% | -178.9% | -38.0% |
| All | +145.0% | +339.8% | -194.7% | +92.8% |
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