+376.2%
AFL vs Z
+25.1%
+351.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.7% |
| 7D | +0.6% | -3.0% | +3.6% | +0.9% |
| 30D | -6.2% | -4.2% | -2.0% | -5.9% |
| 3M | +2.2% | -3.7% | +5.9% | +2.2% |
| 6M | +5.3% | -24.5% | +29.8% | +7.8% |
| YTD | +8.0% | -49.3% | +57.2% | +15.1% |
| 1Y | +10.2% | -58.7% | +68.9% | +19.9% |
| 3Y | +67.1% | -34.1% | +101.2% | +68.0% |
| 5Y | +135.6% | -64.5% | +200.1% | +146.2% |
| 10Y | +299.4% | -0.5% | +299.9% | +214.5% |
| All | +376.2% | +25.1% | +351.1% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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