+429.5%
AFL vs AR
-33.4%
+462.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +0.1% | -14.3% | +14.4% | +1.9% |
| 30D | +10.0% | +1.4% | +8.6% | +9.7% |
| 3M | -1.6% | +3.4% | -4.9% | -2.2% |
| 6M | +10.5% | -2.1% | +12.6% | +10.3% |
| YTD | +14.3% | +4.7% | +9.6% | +12.6% |
| 1Y | +11.4% | +10.6% | +0.8% | +8.9% |
| 3Y | +62.4% | +24.6% | +37.8% | +53.5% |
| 5Y | +144.8% | +71.9% | +72.9% | +115.3% |
| 10Y | +356.2% | +46.4% | +309.8% | +221.2% |
| All | +429.5% | -33.4% | +462.8% | +294.9% |
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