+37.0%
HPQ vs AFL
+63.5%
-26.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.2% |
| 7D | +9.8% | -1.6% | +11.4% | +10.3% |
| 30D | +22.4% | -4.0% | +26.4% | +23.8% |
| 3M | +45.2% | -0.5% | +45.7% | +45.5% |
| 6M | +96.4% | +6.5% | +89.9% | +92.4% |
| YTD | +65.4% | +6.2% | +59.2% | +62.0% |
| 1Y | +31.6% | +8.3% | +23.3% | +28.1% |
| 3Y | +37.0% | +62.5% | -25.5% | +23.1% |
| All | +37.0% | +63.5% | -26.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling