+654.9%
AFL vs AMCR
+96.6%
+558.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.3% | -5.0% | +1.7% | -1.8% |
| 30D | -5.0% | -8.0% | +3.0% | -2.6% |
| 3M | -1.8% | +14.3% | -16.0% | -6.2% |
| 6M | +4.8% | +5.3% | -0.5% | +2.0% |
| YTD | +5.4% | +7.7% | -2.3% | +1.2% |
| 1Y | +9.0% | +10.8% | -1.9% | +3.4% |
| 3Y | +63.0% | +9.6% | +53.5% | +52.8% |
| 5Y | +134.5% | -10.2% | +144.7% | +133.4% |
| 10Y | +298.6% | +16.5% | +282.1% | +244.7% |
| All | +654.9% | +96.6% | +558.3% | +545.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling