+180.1%
AFL vs TW
+211.2%
-31.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -5.4% | -0.6% | -4.8% | -5.3% |
| 3M | -0.3% | +3.4% | -3.7% | -1.8% |
| 6M | +5.2% | -18.4% | +23.7% | +11.2% |
| YTD | +5.7% | -3.9% | +9.6% | +5.7% |
| 1Y | +10.2% | -13.3% | +23.5% | +13.7% |
| 3Y | +63.4% | +20.8% | +42.6% | +48.4% |
| 5Y | +133.0% | +20.3% | +112.7% | +107.4% |
| All | +180.1% | +211.2% | -31.2% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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