+50.6%
ROK vs AFL
+62.4%
-11.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | -5.4% | -5.0% | -0.5% | -4.3% |
| 3M | -4.0% | -1.8% | -2.2% | -3.7% |
| 6M | +13.3% | +4.8% | +8.5% | +11.3% |
| YTD | +9.3% | +5.4% | +3.9% | +7.0% |
| 1Y | +25.8% | +9.0% | +16.8% | +21.6% |
| All | +50.6% | +62.4% | -11.8% | +32.8% |
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 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