+100,756.0%
AMAT vs AFL
+19,983.6%
+80,772.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.8% |
| 7D | -14.7% | +0.1% | -14.8% | -14.8% |
| 30D | -36.1% | +10.0% | -46.1% | -38.4% |
| 3M | -36.9% | -1.6% | -35.3% | -36.8% |
| 6M | -22.2% | +10.5% | -32.7% | -26.0% |
| YTD | +29.9% | +14.3% | +15.7% | +21.7% |
| 1Y | +43.3% | +11.4% | +31.9% | +35.2% |
| 3Y | +142.7% | +62.4% | +80.2% | +95.9% |
| 5Y | +126.2% | +144.8% | -18.6% | +57.5% |
| 10Y | +1,211.7% | +356.2% | +855.6% | +632.0% |
| All | +100,756.0% | +19,983.6% | +80,772.5% | +16,548.5% |
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 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