+133.7%
AFL vs NTR
+45.7%
+88.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.6% | -1.3% | -0.4% | -1.5% |
| 30D | -4.0% | +16.8% | -20.8% | -6.1% |
| 3M | -0.5% | +20.7% | -21.3% | -3.2% |
| 6M | +6.5% | +0.5% | +6.0% | +6.1% |
| YTD | +6.2% | +29.2% | -23.0% | +1.4% |
| 1Y | +8.3% | +39.6% | -31.3% | +2.0% |
| 3Y | +62.5% | +37.9% | +24.7% | +52.1% |
| All | +133.7% | +45.7% | +88.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling