-5.2%
ROP vs AFL
+67.6%
-72.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | +0.7% | +2.9% | -2.2% | -0.4% |
| 30D | +28.8% | +8.0% | +20.8% | +25.2% |
| 3M | +21.1% | +5.9% | +15.1% | +18.4% |
| 6M | +52.5% | +11.6% | +40.9% | +46.6% |
| YTD | +8.9% | +17.5% | -8.7% | +2.5% |
| 1Y | +8.2% | +13.3% | -5.0% | +3.2% |
| 3Y | -5.2% | +67.0% | -72.2% | -16.8% |
| All | -5.2% | +67.6% | -72.8% | -16.8% |
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