-71.3%
AMC vs AFL
+60.8%
-132.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +9.0% | +10.0% | -1.0% | +7.5% |
| 3M | +22.2% | -1.6% | +23.7% | +22.4% |
| 6M | +91.5% | +10.5% | +80.9% | +87.8% |
| YTD | +101.3% | +14.3% | +87.0% | +96.3% |
| 1Y | +20.8% | +11.4% | +9.4% | +18.4% |
| 3Y | -71.3% | +62.4% | -133.8% | -72.5% |
| All | -71.3% | +60.8% | -132.1% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling