-14.9%
DPZ vs AFL
+13.7%
-28.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.5% |
| 7D | +6.6% | +0.1% | +6.4% | +6.6% |
| 30D | +10.3% | +10.0% | +0.2% | +7.2% |
| 3M | -6.2% | -1.6% | -4.6% | -6.4% |
| 6M | +4.2% | +10.5% | -6.3% | +2.1% |
| YTD | -18.4% | +14.3% | -32.7% | -21.1% |
| 1Y | -14.9% | +11.4% | -26.3% | -16.2% |
| All | -14.9% | +13.7% | -28.7% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling