+33,471.1%
ORCL vs AFL
+18,874.6%
+14,596.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.4% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.0% | -6.2% | +16.1% | +12.1% |
| 3M | -32.6% | +2.2% | -34.8% | -33.4% |
| 6M | +4.9% | +5.3% | -0.3% | +2.5% |
| YTD | -17.8% | +8.0% | -25.7% | -20.6% |
| 1Y | -28.0% | +10.2% | -38.2% | -31.3% |
| 3Y | +36.0% | +67.1% | -31.1% | +11.9% |
| 5Y | +88.7% | +135.6% | -46.9% | +38.1% |
| 10Y | +346.9% | +299.4% | +47.5% | +164.1% |
| All | +33,471.1% | +18,874.6% | +14,596.5% | +3,675.3% |
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 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