+7.5%
AFL vs WOLF
+57.5%
-50.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -0.8% |
| 7D | +0.6% | +9.7% | -9.1% | +0.8% |
| 30D | -6.2% | +12.5% | -18.7% | -5.7% |
| 3M | +2.2% | -57.7% | +59.9% | +1.2% |
| 6M | +5.3% | +37.7% | -32.4% | +6.0% |
| YTD | +8.0% | +62.8% | -54.9% | +9.2% |
| All | +7.5% | +57.5% | -50.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling