-30.2%
RIG vs AFL
+63.5%
-93.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -3.1% | -1.6% | -1.4% | -2.6% |
| 30D | -0.5% | -4.0% | +3.5% | +0.6% |
| 3M | -6.0% | -0.5% | -5.5% | -6.3% |
| 6M | -10.1% | +6.5% | -16.7% | -12.4% |
| YTD | +37.3% | +6.2% | +31.1% | +33.1% |
| 1Y | +73.9% | +8.3% | +65.6% | +66.6% |
| 3Y | -30.2% | +62.5% | -92.7% | -50.4% |
| All | -30.2% | +63.5% | -93.7% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling