+94.3%
ORCL vs AFL
+134.0%
-39.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | +15.0% | -0.7% | +15.7% | +15.2% |
| 30D | +10.5% | -7.1% | +17.7% | +12.1% |
| 3M | -23.0% | +0.4% | -23.4% | -23.4% |
| 6M | +7.0% | +4.5% | +2.5% | +5.0% |
| YTD | -15.8% | +6.1% | -21.9% | -18.0% |
| 1Y | -31.1% | +10.6% | -41.6% | -34.3% |
| 3Y | +33.3% | +64.0% | -30.7% | +6.0% |
| 5Y | +94.3% | +133.7% | -39.4% | +25.6% |
| All | +94.3% | +134.0% | -39.7% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling