+197.1%
ABT vs AFL
+303.3%
-106.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.9% | -1.6% | -4.2% | -5.4% |
| 30D | -8.1% | -4.0% | -4.0% | -6.9% |
| 3M | +14.5% | -0.5% | +15.0% | +14.7% |
| 6M | -6.3% | +6.5% | -12.8% | -8.2% |
| YTD | -17.1% | +6.2% | -23.3% | -18.8% |
| 1Y | -21.4% | +8.3% | -29.6% | -23.5% |
| 3Y | +5.9% | +62.5% | -56.6% | -10.6% |
| 5Y | -12.8% | +136.2% | -148.9% | -35.3% |
| All | +197.1% | +303.3% | -106.1% | +89.5% |
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