+15,187.3%
ROK vs AFL
+18,542.8%
-3,355.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.4% |
| 7D | +2.8% | -0.7% | +3.5% | +3.1% |
| 30D | -2.4% | -7.1% | +4.7% | +0.3% |
| 3M | -4.7% | +0.4% | -5.1% | -5.2% |
| 6M | +16.8% | +4.5% | +12.2% | +14.2% |
| YTD | +11.4% | +6.1% | +5.3% | +8.1% |
| 1Y | +26.2% | +10.6% | +15.6% | +20.3% |
| 3Y | +51.9% | +64.0% | -12.2% | +22.8% |
| 5Y | +46.4% | +133.7% | -87.4% | +2.9% |
| 10Y | +343.5% | +298.0% | +45.5% | +152.0% |
| All | +15,187.3% | +18,542.8% | -3,355.5% | +3,024.0% |
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