-99.0%
AMC vs AFL
+297.3%
-396.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -6.8% | -2.1% | -4.7% | -5.6% |
| 30D | +1.7% | -5.4% | +7.1% | +5.1% |
| 3M | +26.8% | -0.3% | +27.1% | +26.2% |
| 6M | +117.7% | +5.2% | +112.5% | +108.3% |
| YTD | +57.7% | +5.7% | +52.0% | +49.8% |
| 1Y | -12.5% | +10.2% | -22.7% | -19.5% |
| 3Y | -65.7% | +63.4% | -129.2% | -77.0% |
| 5Y | -99.5% | +133.0% | -232.5% | -99.7% |
| 10Y | -99.0% | +299.5% | -398.5% | -99.6% |
| All | -99.0% | +297.3% | -396.2% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling