+6,045.6%
AFL vs MDY
+2,615.3%
+3,430.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.6% |
| 7D | -2.1% | -0.8% | -1.4% | -1.4% |
| 30D | -5.4% | -3.9% | -1.6% | -2.0% |
| 3M | -0.3% | 0.0% | -0.2% | -0.7% |
| 6M | +5.2% | +8.5% | -3.3% | -3.5% |
| YTD | +5.7% | +13.2% | -7.5% | -7.2% |
| 1Y | +10.2% | +15.0% | -4.8% | -5.1% |
| 3Y | +63.4% | +49.6% | +13.8% | +5.9% |
| 5Y | +133.0% | +46.0% | +87.0% | +50.1% |
| 10Y | +299.5% | +176.4% | +123.2% | +37.2% |
| All | +6,045.6% | +2,615.3% | +3,430.3% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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