+171.7%
ADM vs AFL
+300.4%
-128.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +3.0% | -3.3% | +6.3% | +4.5% |
| 30D | +8.7% | -5.0% | +13.7% | +11.1% |
| 3M | +7.6% | -1.8% | +9.4% | +8.2% |
| 6M | +26.9% | +4.8% | +22.0% | +23.6% |
| YTD | +54.3% | +5.4% | +48.9% | +49.6% |
| 1Y | +45.7% | +9.0% | +36.7% | +38.8% |
| 3Y | +21.9% | +63.0% | -41.1% | -5.7% |
| 5Y | +67.2% | +134.5% | -67.4% | +7.6% |
| All | +171.7% | +300.4% | -128.8% | +51.6% |
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