+295.8%
AFL vs AMCR
+14.6%
+281.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -1.6% | -6.3% | +4.6% | +0.9% |
| 30D | -4.0% | -7.8% | +3.8% | -1.0% |
| 3M | -0.5% | +7.5% | -8.0% | -4.0% |
| 6M | +6.5% | +2.7% | +3.8% | +3.8% |
| YTD | +6.2% | +6.0% | +0.1% | +1.1% |
| 1Y | +8.3% | +7.8% | +0.5% | +2.0% |
| 3Y | +62.5% | +5.8% | +56.8% | +50.1% |
| 5Y | +136.2% | -11.6% | +147.8% | +134.5% |
| All | +295.8% | +14.6% | +281.2% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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