+129.9%
AFL vs MNDY
-53.2%
+183.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.3% |
| 7D | -2.1% | -14.1% | +12.0% | -1.7% |
| 30D | -5.4% | -8.5% | +3.0% | -5.2% |
| 3M | -0.3% | -2.5% | +2.3% | -0.3% |
| 6M | +5.2% | +0.1% | +5.1% | +4.8% |
| YTD | +5.7% | -45.0% | +50.7% | +7.1% |
| 1Y | +10.2% | -58.1% | +68.3% | +12.5% |
| 3Y | +63.4% | -52.6% | +116.0% | +64.7% |
| 5Y | +133.0% | -79.3% | +212.3% | +128.2% |
| All | +129.9% | -53.2% | +183.1% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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