+1,782.2%
AFL vs FFIV
+6,091.4%
-4,309.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | +2.1% | -4.2% | +6.3% | +2.5% |
| 30D | +10.6% | -33.9% | +44.4% | +15.2% |
| 3M | +4.4% | -22.6% | +27.0% | +6.7% |
| 6M | +13.1% | -10.4% | +23.5% | +13.6% |
| YTD | +16.6% | +24.3% | -7.7% | +12.7% |
| 1Y | +13.8% | +31.8% | -18.0% | +9.3% |
| 3Y | +65.7% | +99.5% | -33.9% | +51.0% |
| 5Y | +153.1% | +40.7% | +112.4% | +138.0% |
| 10Y | +335.9% | +126.9% | +209.0% | +286.8% |
| All | +1,782.2% | +6,091.4% | -4,309.3% | +1,122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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