+1,642.0%
AFL vs FFIV
+7,518.9%
-5,876.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | +0.6% | -1.0% | +1.5% | +0.7% |
| 30D | -6.2% | -5.1% | -1.1% | -5.7% |
| 3M | +2.2% | -4.5% | +6.6% | +2.5% |
| 6M | +5.3% | +36.5% | -31.2% | +1.4% |
| YTD | +8.0% | +53.0% | -45.0% | +2.5% |
| 1Y | +10.2% | +24.2% | -14.0% | +6.9% |
| 3Y | +67.1% | +137.2% | -70.1% | +50.1% |
| 5Y | +135.6% | +91.8% | +43.8% | +115.2% |
| 10Y | +299.4% | +215.2% | +84.2% | +244.2% |
| All | +1,642.0% | +7,518.9% | -5,876.9% | +1,012.0% |
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