+25,321.1%
ORCL vs AFL
+20,171.4%
+5,149.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.2% | +2.9% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | -15.3% | +9.3% | -24.6% | -17.8% |
| 3M | -18.2% | +1.0% | -19.2% | -18.8% |
| 6M | -38.4% | +11.8% | -50.3% | -41.1% |
| YTD | -37.7% | +15.3% | -53.0% | -41.3% |
| 1Y | -49.3% | +12.1% | -61.3% | -51.8% |
| 3Y | +10.6% | +65.0% | -54.3% | -8.8% |
| 5Y | +35.5% | +149.1% | -113.6% | -2.8% |
| 10Y | +251.6% | +340.9% | -89.3% | +100.7% |
| All | +25,321.1% | +20,171.4% | +5,149.7% | +2,690.8% |
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