+188.9%
AMAT vs AFL
+11.7%
+177.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +3.4% |
| 7D | -1.5% | +0.6% | -2.1% | -0.9% |
| 30D | -14.8% | -6.2% | -8.6% | -20.3% |
| 3M | -9.3% | +2.2% | -11.4% | -7.0% |
| 6M | +27.4% | +5.3% | +22.1% | +32.5% |
| YTD | +77.6% | +8.0% | +69.6% | +88.9% |
| 1Y | +188.9% | +10.2% | +178.7% | +216.3% |
| All | +188.9% | +11.7% | +177.3% | +216.3% |
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