+619.3%
AFL vs GNRC
+2,020.8%
-1,401.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.3% | +0.2% |
| 7D | -3.3% | -0.7% | -2.5% | -3.2% |
| 30D | -5.0% | -15.8% | +10.9% | -2.3% |
| 3M | -1.8% | -24.0% | +22.3% | +1.9% |
| 6M | +4.8% | -13.8% | +18.6% | +5.4% |
| YTD | +5.4% | +33.2% | -27.8% | -2.8% |
| 1Y | +9.0% | -1.8% | +10.8% | +5.4% |
| 3Y | +63.0% | +57.7% | +5.3% | +39.1% |
| 5Y | +134.5% | -59.7% | +194.2% | +150.9% |
| 10Y | +298.6% | +430.7% | -132.1% | +106.7% |
| All | +619.3% | +2,020.8% | -1,401.5% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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