+72.2%
AMAT vs AFL
+14.1%
+58.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.5% |
| 7D | +7.0% | +1.4% | +5.5% | +8.8% |
| 30D | -20.6% | +9.7% | -30.3% | -11.2% |
| 3M | -24.8% | +5.5% | -30.3% | -18.9% |
| 6M | -10.7% | +11.2% | -21.9% | +1.3% |
| YTD | +54.3% | +17.1% | +37.2% | +81.9% |
| All | +72.2% | +14.1% | +58.1% | +96.1% |
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