+10.2%
AFL vs ABCL
+186.8%
-176.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | +0.6% | +0.7% | -0.1% | +0.6% |
| 30D | -6.2% | +93.1% | -99.3% | -3.0% |
| 3M | +2.2% | +79.4% | -77.3% | +5.8% |
| 6M | +5.3% | +214.9% | -209.6% | +12.0% |
| YTD | +8.0% | +234.2% | -226.3% | +15.8% |
| 1Y | +10.2% | +174.8% | -164.5% | +18.0% |
| All | +10.2% | +186.8% | -176.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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