+1,464.2%
AFL vs TDY
+6,969.6%
-5,505.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.3% | -1.9% | -1.4% | -2.7% |
| 30D | -5.0% | -12.5% | +7.5% | -0.7% |
| 3M | -1.8% | -0.8% | -1.0% | -1.8% |
| 6M | +4.8% | -9.0% | +13.8% | +7.3% |
| YTD | +5.4% | +16.8% | -11.4% | -1.3% |
| 1Y | +9.0% | +9.5% | -0.5% | +4.1% |
| 3Y | +63.0% | +45.4% | +17.6% | +39.7% |
| 5Y | +134.5% | +37.8% | +96.7% | +102.4% |
| 10Y | +298.6% | +470.2% | -171.6% | +120.9% |
| All | +1,464.2% | +6,969.6% | -5,505.4% | +535.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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