-7.8%
DPZ vs AFL
+67.0%
-74.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.5% | +1.4% | -5.0% | -3.9% |
| 30D | +5.7% | +9.7% | -4.0% | +3.1% |
| 3M | -7.5% | +5.5% | -13.0% | -8.9% |
| 6M | +6.2% | +11.2% | -5.0% | +3.3% |
| YTD | -19.8% | +17.1% | -36.9% | -23.1% |
| 1Y | -18.0% | +14.0% | -32.0% | -20.9% |
| All | -7.8% | +67.0% | -74.8% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling