+368.8%
ORCL vs AFL
+297.3%
+71.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +10.9% | -2.1% | +13.0% | +11.6% |
| 30D | +7.0% | -5.4% | +12.4% | +8.7% |
| 3M | -21.2% | -0.3% | -20.9% | -21.5% |
| 6M | +7.4% | +5.2% | +2.2% | +4.9% |
| YTD | -16.3% | +5.7% | -22.0% | -18.7% |
| 1Y | -32.3% | +10.2% | -42.5% | -35.6% |
| 3Y | +32.6% | +63.4% | -30.9% | +7.8% |
| 5Y | +93.1% | +133.0% | -39.9% | +36.6% |
| 10Y | +368.8% | +299.5% | +69.3% | +181.3% |
| All | +368.8% | +297.3% | +71.5% | +181.3% |
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