+1,315.3%
AMAT vs AFL
+348.2%
+967.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.4% | +10.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | -26.9% | +9.3% | -36.2% | -30.3% |
| 3M | -31.2% | +1.0% | -32.2% | -32.0% |
| 6M | -14.7% | +11.8% | -26.6% | -21.1% |
| YTD | +44.7% | +15.3% | +29.4% | +30.9% |
| 1Y | +62.0% | +12.1% | +49.9% | +48.4% |
| 3Y | +165.0% | +65.0% | +100.0% | +86.1% |
| 5Y | +147.1% | +149.1% | -2.0% | +32.5% |
| 10Y | +1,315.3% | +340.9% | +974.4% | +559.5% |
| All | +1,315.3% | +348.2% | +967.1% | +559.5% |
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