+19,143.8%
AFL vs CP
+7,669.4%
+11,474.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +0.6% | -2.7% | +3.3% | +1.7% |
| 30D | -6.2% | +0.2% | -6.3% | -6.4% |
| 3M | +2.2% | +2.6% | -0.4% | +0.8% |
| 6M | +5.3% | +6.0% | -0.7% | +2.0% |
| YTD | +8.0% | +24.9% | -17.0% | -2.8% |
| 1Y | +10.2% | +20.1% | -9.9% | +0.6% |
| 3Y | +67.1% | +16.4% | +50.7% | +50.7% |
| 5Y | +135.6% | +31.7% | +103.9% | +97.5% |
| 10Y | +299.4% | +223.9% | +75.5% | +122.8% |
| All | +19,143.8% | +7,669.4% | +11,474.4% | +3,675.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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