-2.6%
AMC vs AFL
+11.7%
-14.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.4% |
| 30D | -0.7% | -6.2% | +5.4% | -1.5% |
| 3M | +35.2% | +2.2% | +33.0% | +36.4% |
| 6M | +124.6% | +5.3% | +119.3% | +123.8% |
| YTD | +69.9% | +8.0% | +61.9% | +73.7% |
| 1Y | -2.6% | +10.2% | -12.8% | +2.6% |
| All | -2.6% | +11.7% | -14.2% | +2.6% |
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 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