+218.8%
AFL vs NTR
+98.7%
+120.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.5% |
| 7D | -3.3% | -2.5% | -0.8% | -2.6% |
| 30D | -5.0% | +17.0% | -22.0% | -9.7% |
| 3M | -1.8% | +22.2% | -23.9% | -8.1% |
| 6M | +4.8% | +5.2% | -0.3% | +2.0% |
| YTD | +5.4% | +29.7% | -24.2% | -5.0% |
| 1Y | +9.0% | +39.4% | -30.4% | -4.7% |
| 3Y | +63.0% | +38.2% | +24.9% | +39.5% |
| 5Y | +134.5% | +47.6% | +86.9% | +71.0% |
| All | +218.8% | +98.7% | +120.1% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling