+147.1%
AFL vs FRSH
-72.6%
+219.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -3.3% | -11.2% | +7.9% | -2.6% |
| 30D | -5.0% | -0.8% | -4.1% | -5.0% |
| 3M | -1.8% | +26.4% | -28.2% | -3.3% |
| 6M | +4.8% | +48.4% | -43.5% | +2.1% |
| YTD | +5.4% | -3.1% | +8.5% | +5.0% |
| 1Y | +9.0% | -8.7% | +17.7% | +8.8% |
| 3Y | +63.0% | -45.8% | +108.8% | +66.1% |
| All | +147.1% | -72.6% | +219.6% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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