+6.0%
DT vs AFL
+62.4%
-56.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -2.5% | -3.3% | +0.7% | -1.8% |
| 30D | +3.5% | -5.0% | +8.5% | +4.7% |
| 3M | +26.7% | -1.8% | +28.5% | +27.0% |
| 6M | +36.1% | +4.8% | +31.3% | +34.4% |
| YTD | +18.6% | +5.4% | +13.2% | +16.6% |
| 1Y | +7.9% | +9.0% | -1.1% | +4.9% |
| All | +6.0% | +62.4% | -56.4% | -9.6% |
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