+6,449.5%
ABT vs AFL
+18,474.8%
-12,025.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.7% | -2.1% | -2.6% | -4.3% |
| 30D | -3.1% | -5.4% | +2.3% | -2.0% |
| 3M | +16.1% | -0.3% | +16.4% | +16.2% |
| 6M | -5.3% | +5.2% | -10.5% | -6.4% |
| YTD | -14.4% | +5.7% | -20.1% | -15.5% |
| 1Y | -18.4% | +10.2% | -28.6% | -20.1% |
| 3Y | +11.2% | +63.4% | -52.2% | -0.4% |
| 5Y | -9.4% | +133.0% | -142.4% | -24.9% |
| 10Y | +209.7% | +299.5% | -89.8% | +124.4% |
| All | +6,449.5% | +18,474.8% | -12,025.3% | +1,452.0% |
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