-98.8%
AMC vs AFL
+339.8%
-438.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.2% |
| 7D | +3.5% | +2.9% | +0.6% | +1.7% |
| 30D | +12.5% | +8.0% | +4.5% | +6.9% |
| 3M | +23.6% | +5.9% | +17.7% | +18.5% |
| 6M | +144.4% | +11.6% | +132.7% | +124.7% |
| YTD | +108.3% | +17.5% | +90.8% | +84.5% |
| 1Y | +38.9% | +13.3% | +25.6% | +25.9% |
| 3Y | -58.9% | +67.0% | -125.9% | -72.7% |
| 5Y | -99.2% | +150.6% | -249.8% | -99.6% |
| All | -98.8% | +339.8% | -438.6% | -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