+409.7%
AFL vs QSR
+205.8%
+204.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -1.6% | -4.0% | +2.4% | +0.1% |
| 30D | -4.0% | +2.8% | -6.8% | -5.3% |
| 3M | -0.5% | +5.1% | -5.6% | -3.0% |
| 6M | +6.5% | +8.8% | -2.3% | +1.9% |
| YTD | +6.2% | +14.8% | -8.7% | -1.2% |
| 1Y | +8.3% | +25.7% | -17.4% | -3.5% |
| 3Y | +62.5% | +27.5% | +35.0% | +40.1% |
| 5Y | +136.2% | +41.3% | +94.9% | +90.5% |
| 10Y | +301.4% | +133.8% | +167.6% | +151.7% |
| All | +409.7% | +205.8% | +204.0% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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