+72.4%
UBER vs AFL
+172.6%
-100.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -5.4% | -1.6% | -3.8% | -4.5% |
| 30D | -4.9% | -4.0% | -0.9% | -2.8% |
| 3M | +3.0% | -0.5% | +3.6% | +2.9% |
| 6M | -4.4% | +6.5% | -10.9% | -8.6% |
| YTD | -12.3% | +6.2% | -18.5% | -16.2% |
| 1Y | -24.3% | +8.3% | -32.6% | -28.8% |
| 3Y | +46.4% | +62.5% | -16.1% | +3.3% |
| 5Y | +79.7% | +136.2% | -56.5% | -2.4% |
| All | +72.4% | +172.6% | -100.2% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling