-11.3%
ABT vs AFL
+133.8%
-145.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.9% | -1.6% | -4.2% | -5.3% |
| 30D | -8.1% | -4.0% | -4.0% | -6.8% |
| 3M | +14.5% | -0.5% | +15.0% | +14.8% |
| 6M | -6.3% | +6.5% | -12.8% | -8.4% |
| YTD | -17.1% | +6.2% | -23.3% | -19.0% |
| 1Y | -21.4% | +8.3% | -29.6% | -23.7% |
| 3Y | +5.9% | +62.5% | -56.6% | -12.4% |
| All | -11.3% | +133.8% | -145.1% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling