+5,401.1%
AFL vs FDS
+9,502.8%
-4,101.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.1% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | -6.2% | +9.0% | -15.2% | -8.9% |
| 3M | +2.2% | +18.9% | -16.7% | -4.1% |
| 6M | +5.3% | +35.1% | -29.9% | -6.1% |
| YTD | +8.0% | +5.5% | +2.5% | +3.0% |
| 1Y | +10.2% | -16.8% | +27.0% | +12.6% |
| 3Y | +67.1% | -28.1% | +95.1% | +77.1% |
| 5Y | +135.6% | -17.4% | +153.0% | +135.7% |
| 10Y | +299.4% | +85.4% | +213.9% | +204.8% |
| All | +5,401.1% | +9,502.8% | -4,101.7% | +1,952.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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