+5,622.1%
DPZ vs AFL
+838.4%
+4,783.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -7.0% | -6.2% | -0.8% | -5.1% |
| 3M | +11.6% | +2.2% | +9.4% | +10.8% |
| 6M | -15.2% | +5.3% | -20.4% | -16.6% |
| YTD | -17.2% | +8.0% | -25.2% | -19.5% |
| 1Y | -24.8% | +10.2% | -35.1% | -27.4% |
| 3Y | -8.7% | +67.1% | -75.7% | -23.2% |
| 5Y | -28.9% | +135.6% | -164.5% | -46.9% |
| 10Y | +153.6% | +299.4% | -145.7% | +47.2% |
| All | +5,622.1% | +838.4% | +4,783.7% | +2,348.2% |
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 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