+2,940.8%
HPQ vs AFL
+18,431.1%
-15,490.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +3.5% | -3.3% | +6.8% | +4.6% |
| 30D | +13.7% | -5.0% | +18.7% | +15.4% |
| 3M | +33.9% | -1.8% | +35.6% | +34.6% |
| 6M | +80.9% | +4.8% | +76.1% | +78.0% |
| YTD | +52.6% | +5.4% | +47.1% | +49.7% |
| 1Y | +21.2% | +9.0% | +12.3% | +17.7% |
| 3Y | +26.9% | +63.0% | -36.2% | +8.0% |
| 5Y | +41.1% | +134.5% | -93.4% | +7.8% |
| 10Y | +229.6% | +298.6% | -69.0% | +114.6% |
| All | +2,940.8% | +18,431.1% | -15,490.3% | +601.1% |
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 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