+112,225.0%
AMAT vs AFL
+20,171.4%
+92,053.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.4% | +11.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -26.9% | +9.3% | -36.2% | -29.4% |
| 3M | -31.2% | +1.0% | -32.2% | -31.8% |
| 6M | -14.7% | +11.8% | -26.6% | -19.1% |
| YTD | +44.7% | +15.3% | +29.4% | +35.2% |
| 1Y | +62.0% | +12.1% | +49.9% | +52.6% |
| 3Y | +165.0% | +65.0% | +100.0% | +112.8% |
| 5Y | +147.1% | +149.1% | -2.0% | +71.0% |
| 10Y | +1,315.3% | +340.9% | +974.4% | +698.6% |
| All | +112,225.0% | +20,171.4% | +92,053.6% | +18,387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling