+400.2%
AFL vs AR
-27.2%
+427.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +0.6% | +2.5% | -1.9% | +0.3% |
| 30D | -6.2% | +14.8% | -21.0% | -7.8% |
| 3M | +2.2% | +6.2% | -4.0% | +1.2% |
| 6M | +5.3% | +4.3% | +1.0% | +4.3% |
| YTD | +8.0% | +14.4% | -6.4% | +5.5% |
| 1Y | +10.2% | +21.3% | -11.1% | +6.6% |
| 3Y | +67.1% | +39.8% | +27.3% | +55.8% |
| 5Y | +135.6% | +142.1% | -6.5% | +98.7% |
| 10Y | +299.4% | +52.0% | +247.3% | +179.8% |
| All | +400.2% | -27.2% | +427.5% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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