+19,143.8%
AFL vs COO
+5,988.7%
+13,155.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | -6.2% | -7.0% | +0.8% | -5.6% |
| 3M | +2.2% | +12.2% | -10.0% | +1.0% |
| 6M | +5.3% | -15.1% | +20.4% | +6.7% |
| YTD | +8.0% | -15.1% | +23.0% | +9.4% |
| 1Y | +10.2% | +2.3% | +7.9% | +9.7% |
| 3Y | +67.1% | -23.7% | +90.7% | +69.6% |
| 5Y | +135.6% | -38.9% | +174.5% | +142.8% |
| 10Y | +299.4% | +49.9% | +249.4% | +283.7% |
| All | +19,143.8% | +5,988.7% | +13,155.1% | +16,310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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