+87.8%
DT vs AFL
+187.5%
-99.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +3.1% | +2.9% | +0.3% | +2.1% |
| 30D | -29.5% | +8.0% | -37.5% | -31.5% |
| 3M | -11.7% | +5.9% | -17.6% | -13.6% |
| 6M | +29.0% | +11.6% | +17.4% | +23.7% |
| YTD | +3.4% | +17.5% | -14.2% | -2.9% |
| 1Y | -4.2% | +13.3% | -17.5% | -8.9% |
| 3Y | -12.8% | +67.0% | -79.9% | -29.1% |
| 5Y | -39.6% | +150.6% | -190.2% | -58.6% |
| All | +87.8% | +187.5% | -99.6% | +24.0% |
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