+5,666.8%
DPZ vs AFL
+910.7%
+4,756.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +9.5% | +2.2% | +7.3% | +8.8% |
| 30D | +12.8% | +11.1% | +1.7% | +9.2% |
| 3M | -6.2% | +1.0% | -7.3% | -6.5% |
| 6M | +4.3% | +11.4% | -7.2% | +0.7% |
| YTD | -16.6% | +16.3% | -32.9% | -20.6% |
| 1Y | -12.8% | +15.9% | -28.7% | -17.0% |
| 3Y | -0.8% | +63.6% | -64.5% | -16.0% |
| 5Y | -25.8% | +149.1% | -174.9% | -45.4% |
| 10Y | +130.9% | +364.2% | -233.3% | +27.5% |
| All | +5,666.8% | +910.7% | +4,756.1% | +2,311.9% |
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