-32.3%
ORCL vs AFL
+10.3%
-42.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.9% |
| 7D | +10.9% | -2.1% | +13.0% | +8.6% |
| 30D | +7.0% | -5.4% | +12.4% | +1.3% |
| 3M | -21.2% | -0.3% | -20.9% | -20.8% |
| 6M | +7.4% | +5.2% | +2.2% | +13.4% |
| YTD | -16.3% | +5.7% | -22.0% | -11.1% |
| 1Y | -32.3% | +10.2% | -42.5% | -24.1% |
| All | -32.3% | +10.3% | -42.6% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling