+27,144.0%
ORCL vs AFL
+20,477.3%
+6,666.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.7% |
| 7D | +3.8% | +1.4% | +2.3% | +3.3% |
| 30D | -6.6% | +9.7% | -16.2% | -9.4% |
| 3M | -11.4% | +5.5% | -16.9% | -13.3% |
| 6M | -33.3% | +11.2% | -44.5% | -36.1% |
| YTD | -33.3% | +17.1% | -50.3% | -37.4% |
| 1Y | -44.9% | +14.0% | -59.0% | -48.0% |
| 3Y | +17.6% | +66.3% | -48.6% | -3.2% |
| 5Y | +46.1% | +152.7% | -106.6% | +4.3% |
| 10Y | +277.8% | +341.3% | -63.6% | +115.6% |
| All | +27,144.0% | +20,477.3% | +6,666.7% | +2,876.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling