+18.7%
HPQ vs AFL
+11.7%
+7.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | +6.9% | +0.6% | +6.4% | +6.8% |
| 30D | +14.4% | -6.2% | +20.6% | +16.2% |
| 3M | +25.6% | +2.2% | +23.4% | +25.6% |
| 6M | +75.0% | +5.3% | +69.8% | +73.3% |
| YTD | +50.7% | +8.0% | +42.7% | +47.8% |
| 1Y | +18.7% | +10.2% | +8.4% | +17.7% |
| All | +18.7% | +11.7% | +7.0% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling