+37,168.6%
ADI vs AFL
+18,542.8%
+18,625.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +2.4% | -0.7% | +3.2% | +2.7% |
| 30D | -6.6% | -7.1% | +0.5% | -4.3% |
| 3M | -9.8% | +0.4% | -10.2% | -10.4% |
| 6M | +15.7% | +4.5% | +11.1% | +13.2% |
| YTD | +35.1% | +6.1% | +29.1% | +31.4% |
| 1Y | +47.7% | +10.6% | +37.1% | +41.4% |
| 3Y | +114.5% | +64.0% | +50.4% | +78.3% |
| 5Y | +141.2% | +133.7% | +7.5% | +77.4% |
| 10Y | +611.3% | +298.0% | +313.3% | +331.3% |
| All | +37,168.6% | +18,542.8% | +18,625.8% | +6,021.0% |
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