-26.7%
DT vs AFL
+131.0%
-157.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -2.5% | -3.3% | +0.7% | -1.5% |
| 30D | +3.5% | -5.0% | +8.5% | +5.1% |
| 3M | +26.7% | -1.8% | +28.5% | +27.2% |
| 6M | +36.1% | +4.8% | +31.3% | +33.8% |
| YTD | +18.6% | +5.4% | +13.2% | +16.0% |
| 1Y | +7.9% | +9.0% | -1.1% | +4.1% |
| 3Y | +8.6% | +63.0% | -54.5% | -10.5% |
| 5Y | -26.7% | +134.5% | -161.2% | -51.1% |
| All | -26.7% | +131.0% | -157.6% | -51.1% |
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