+18,807.2%
AFL vs MTB
+8,245.1%
+10,562.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.4% |
| 7D | -0.7% | +2.8% | -3.5% | -2.3% |
| 30D | -7.1% | -4.2% | -2.9% | -4.9% |
| 3M | +0.4% | +7.8% | -7.4% | -4.0% |
| 6M | +4.5% | +14.8% | -10.3% | -3.9% |
| YTD | +6.1% | +20.8% | -14.7% | -5.6% |
| 1Y | +10.6% | +23.1% | -12.6% | -3.1% |
| 3Y | +64.0% | +114.8% | -50.8% | -0.4% |
| 5Y | +133.7% | +103.3% | +30.5% | +38.2% |
| 10Y | +298.0% | +173.0% | +125.1% | +79.4% |
| All | +18,807.2% | +8,245.1% | +10,562.2% | +1,726.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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