+137,736.4%
AMAT vs AFL
+18,874.7%
+118,861.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -14.8% | -6.2% | -8.6% | -12.9% |
| 3M | -9.3% | +2.2% | -11.4% | -10.8% |
| 6M | +27.4% | +5.3% | +22.1% | +23.7% |
| YTD | +77.6% | +8.0% | +69.6% | +70.5% |
| 1Y | +188.9% | +10.2% | +178.7% | +174.2% |
| 3Y | +202.3% | +67.1% | +135.2% | +142.4% |
| 5Y | +248.9% | +135.6% | +113.3% | +147.2% |
| 10Y | +1,585.2% | +299.4% | +1,285.9% | +888.0% |
| All | +137,736.4% | +18,874.7% | +118,861.8% | +23,216.6% |
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