+5,889.2%
AFL vs FDS
+10,480.1%
-4,590.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +2.9% | +1.5% | +1.4% | +2.4% |
| 30D | +8.0% | +14.8% | -6.9% | +3.3% |
| 3M | +5.9% | +16.3% | -10.4% | +0.3% |
| 6M | +11.6% | +66.2% | -54.6% | -6.6% |
| YTD | +17.5% | +16.2% | +1.3% | +8.2% |
| 1Y | +13.3% | +21.8% | -8.6% | +2.5% |
| 3Y | +67.0% | -23.9% | +90.9% | +73.2% |
| 5Y | +150.6% | -23.1% | +173.8% | +155.8% |
| 10Y | +343.1% | +128.7% | +214.4% | +215.9% |
| All | +5,889.2% | +10,480.1% | -4,590.9% | +2,056.3% |
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