+270.3%
ORCL vs AFL
+339.8%
-69.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +8.0% | +2.9% | +5.1% | +7.1% |
| 30D | -4.0% | +8.0% | -11.9% | -6.2% |
| 3M | -19.5% | +5.9% | -25.4% | -21.0% |
| 6M | -33.5% | +11.6% | -45.1% | -36.1% |
| YTD | -34.8% | +17.5% | -52.4% | -38.8% |
| 1Y | -41.6% | +13.3% | -54.9% | -44.6% |
| 3Y | +13.8% | +67.0% | -53.3% | -7.5% |
| 5Y | +43.4% | +150.6% | -107.3% | -0.5% |
| All | +270.3% | +339.8% | -69.5% | +123.2% |
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