+5,542.7%
DPZ vs AFL
+893.3%
+4,649.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.6% |
| 7D | +6.6% | +0.1% | +6.4% | +6.5% |
| 30D | +10.3% | +10.0% | +0.2% | +7.1% |
| 3M | -6.2% | -1.6% | -4.6% | -5.7% |
| 6M | +4.2% | +10.5% | -6.3% | +1.0% |
| YTD | -18.4% | +14.3% | -32.7% | -21.9% |
| 1Y | -14.9% | +11.4% | -26.3% | -18.0% |
| 3Y | -4.6% | +62.4% | -67.1% | -19.1% |
| 5Y | -27.4% | +144.8% | -172.2% | -46.3% |
| 10Y | +125.9% | +356.2% | -230.3% | +25.4% |
| All | +5,542.7% | +893.3% | +4,649.5% | +2,273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling