+121,410.6%
AAPL vs AFL
+18,542.8%
+102,867.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.7% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +1.0% | -7.1% | +8.1% | +3.0% |
| 3M | +5.0% | +0.4% | +4.5% | +4.7% |
| 6M | +23.0% | +4.5% | +18.5% | +21.3% |
| YTD | +16.6% | +6.1% | +10.6% | +14.5% |
| 1Y | +33.4% | +10.6% | +22.9% | +29.4% |
| 3Y | +79.9% | +64.0% | +15.9% | +55.6% |
| 5Y | +109.0% | +133.7% | -24.7% | +64.1% |
| 10Y | +1,210.4% | +298.0% | +912.4% | +769.4% |
| All | +121,410.6% | +18,542.8% | +102,867.8% | +24,909.8% |
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 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