-46.9%
ALNY vs AFL
+9.8%
-56.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -6.5% | -1.6% | -4.9% | -6.6% |
| 30D | +11.0% | -4.0% | +15.1% | +10.8% |
| 3M | -14.1% | -0.5% | -13.6% | -13.4% |
| 6M | -22.4% | +6.5% | -28.9% | -21.7% |
| YTD | -37.5% | +6.2% | -43.6% | -36.8% |
| 1Y | -46.9% | +8.3% | -55.2% | -45.9% |
| All | -46.9% | +9.8% | -56.7% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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