+1,362.0%
AMAT vs AFL
+336.0%
+1,026.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +19.3% | +0.2% | +19.1% | +19.2% |
| 30D | -17.9% | +8.6% | -26.6% | -21.5% |
| 3M | -30.4% | +5.3% | -35.7% | -32.6% |
| 6M | -11.4% | +10.0% | -21.5% | -17.3% |
| YTD | +48.8% | +16.5% | +32.2% | +33.8% |
| 1Y | +66.0% | +12.7% | +53.3% | +51.7% |
| 3Y | +158.8% | +65.5% | +93.3% | +81.4% |
| 5Y | +153.2% | +148.5% | +4.7% | +35.8% |
| All | +1,362.0% | +336.0% | +1,026.0% | +564.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling