+222.2%
AFL vs ABCL
-79.6%
+301.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.1% |
| 7D | +2.1% | +2.3% | -0.2% | +2.1% |
| 30D | +10.6% | -0.7% | +11.2% | +10.6% |
| 3M | +4.4% | +33.4% | -29.0% | +4.1% |
| 6M | +13.1% | +137.8% | -124.7% | +11.8% |
| YTD | +16.6% | +264.3% | -247.7% | +14.2% |
| 1Y | +13.8% | +209.2% | -195.4% | +11.8% |
| 3Y | +65.7% | +208.4% | -142.8% | +60.0% |
| 5Y | +153.1% | -11.9% | +165.0% | +151.1% |
| All | +222.2% | -79.6% | +301.8% | +234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling