+110.9%
DT vs AFL
+159.4%
-48.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.5% |
| 7D | -4.9% | -0.7% | -4.1% | -4.6% |
| 30D | +2.7% | -7.1% | +9.8% | +5.3% |
| 3M | +20.0% | +0.4% | +19.5% | +19.6% |
| 6M | +28.0% | +4.5% | +23.5% | +25.8% |
| YTD | +16.0% | +6.1% | +10.0% | +13.1% |
| 1Y | +0.7% | +10.6% | -9.8% | -3.5% |
| 3Y | +6.2% | +64.0% | -57.8% | -13.1% |
| 5Y | -28.1% | +133.7% | -161.9% | -49.5% |
| All | +110.9% | +159.4% | -48.6% | +44.4% |
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