+40.7%
AMC vs AFL
+14.1%
+26.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.9% |
| 7D | +5.5% | +2.1% | +3.4% | +5.6% |
| 30D | +16.1% | +10.6% | +5.5% | +17.2% |
| 3M | +43.0% | +4.4% | +38.6% | +43.1% |
| 6M | +130.7% | +13.1% | +117.5% | +132.3% |
| YTD | +121.8% | +16.6% | +105.2% | +128.5% |
| 1Y | +40.7% | +13.8% | +26.8% | +51.0% |
| All | +40.7% | +14.1% | +26.5% | +51.0% |
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