+67.0%
AFL vs ABCL
+185.8%
-118.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.8% |
| 7D | +2.9% | -3.3% | +6.1% | +2.8% |
| 30D | +8.0% | -7.1% | +15.1% | +7.9% |
| 3M | +5.9% | +4.7% | +1.2% | +6.2% |
| 6M | +11.6% | +140.9% | -129.2% | +13.7% |
| YTD | +17.5% | +236.0% | -218.4% | +20.1% |
| 1Y | +13.3% | +217.4% | -204.1% | +15.8% |
| 3Y | +67.0% | +188.7% | -121.7% | +71.0% |
| All | +67.0% | +185.8% | -118.8% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling