+1,630.9%
ADM vs AFL
+20,558.3%
-18,927.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | +4.2% | +2.9% | +1.3% | +3.3% |
| 30D | -12.8% | +8.0% | -20.8% | -14.8% |
| 3M | -8.5% | +5.9% | -14.4% | -10.1% |
| 6M | -10.9% | +11.6% | -22.5% | -13.9% |
| YTD | +29.4% | +17.5% | +11.9% | +23.0% |
| 1Y | +27.5% | +13.3% | +14.3% | +22.5% |
| 3Y | +10.3% | +67.0% | -56.7% | -6.3% |
| 5Y | +27.4% | +150.6% | -123.3% | -4.0% |
| 10Y | +134.6% | +343.1% | -208.5% | +47.9% |
| All | +1,630.9% | +20,558.3% | -18,927.4% | +291.4% |
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