+123.6%
HOOD vs AFL
+158.3%
-34.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.7% |
| 7D | -3.8% | +2.9% | -6.6% | -5.0% |
| 30D | -23.0% | +8.0% | -30.9% | -25.9% |
| 3M | -21.6% | +5.9% | -27.6% | -24.1% |
| 6M | +1.4% | +11.6% | -10.2% | -5.5% |
| YTD | -31.2% | +17.5% | -48.7% | -38.2% |
| 1Y | -35.9% | +13.3% | -49.2% | -41.3% |
| 3Y | +836.9% | +67.0% | +769.9% | +582.6% |
| 5Y | +121.1% | +150.6% | -29.5% | +21.8% |
| All | +123.6% | +158.3% | -34.6% | +24.6% |
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 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