-30.1%
DPZ vs AFL
+151.4%
-181.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +12.5% | +8.6% | +3.9% | +9.7% |
| 3M | -5.2% | +5.3% | -10.5% | -6.7% |
| 6M | +8.8% | +10.0% | -1.3% | +5.6% |
| YTD | -18.7% | +16.5% | -35.2% | -22.6% |
| 1Y | -15.7% | +12.7% | -28.4% | -18.9% |
| 3Y | -7.5% | +65.5% | -73.0% | -20.9% |
| 5Y | -30.1% | +148.5% | -178.6% | -49.2% |
| All | -30.1% | +151.4% | -181.5% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling