+247.2%
ORCL vs AFL
+338.4%
-91.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -6.5% | +2.1% | -8.6% | -7.1% |
| 30D | -16.6% | +10.6% | -27.1% | -19.1% |
| 3M | -21.6% | +4.4% | -26.0% | -22.8% |
| 6M | -39.4% | +13.1% | -52.5% | -42.1% |
| YTD | -38.7% | +16.6% | -55.3% | -42.2% |
| 1Y | -50.4% | +13.8% | -64.2% | -53.0% |
| 3Y | +8.1% | +65.7% | -57.6% | -11.9% |
| 5Y | +34.5% | +153.1% | -118.6% | -7.0% |
| All | +247.2% | +338.4% | -91.2% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling