+11,487.1%
AFL vs STZ
+9,621.1%
+1,866.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | -6.2% | -1.9% | -4.3% | -5.8% |
| 3M | +2.2% | -6.2% | +8.4% | +3.7% |
| 6M | +5.3% | -14.0% | +19.3% | +8.9% |
| YTD | +8.0% | -5.1% | +13.1% | +8.3% |
| 1Y | +10.2% | -9.6% | +19.8% | +11.6% |
| 3Y | +67.1% | -47.2% | +114.3% | +93.4% |
| 5Y | +135.6% | -33.6% | +169.2% | +154.2% |
| 10Y | +299.4% | -9.8% | +309.1% | +288.8% |
| All | +11,487.1% | +9,621.1% | +1,866.0% | +4,119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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