-4.6%
DPZ vs AFL
+60.8%
-65.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.7% |
| 7D | +6.6% | +0.1% | +6.4% | +6.5% |
| 30D | +10.3% | +10.0% | +0.2% | +7.6% |
| 3M | -6.2% | -1.6% | -4.6% | -5.9% |
| 6M | +4.2% | +10.5% | -6.3% | +1.6% |
| YTD | -18.4% | +14.3% | -32.7% | -21.3% |
| 1Y | -14.9% | +11.4% | -26.3% | -17.4% |
| 3Y | -4.6% | +62.4% | -67.1% | -9.0% |
| All | -4.6% | +60.8% | -65.4% | -9.0% |
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