+40.6%
ADM vs AFL
+11.7%
+28.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +3.8% | +0.6% | +3.2% | +3.7% |
| 30D | +9.8% | -6.2% | +15.9% | +10.6% |
| 3M | +2.1% | +2.2% | 0.0% | +1.7% |
| 6M | +27.5% | +5.3% | +22.2% | +26.2% |
| YTD | +50.2% | +8.0% | +42.3% | +47.8% |
| 1Y | +40.6% | +10.2% | +30.4% | +39.7% |
| All | +40.6% | +11.7% | +28.9% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling