-97.7%
AMC vs AFL
+405.4%
-503.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +3.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +9.0% | +10.0% | -1.0% | +2.4% |
| 3M | +22.2% | -1.6% | +23.7% | +22.8% |
| 6M | +91.5% | +10.5% | +80.9% | +77.0% |
| YTD | +101.3% | +14.3% | +87.0% | +81.7% |
| 1Y | +20.8% | +11.4% | +9.4% | +10.7% |
| 3Y | -71.3% | +62.4% | -133.8% | -80.5% |
| 5Y | -99.2% | +144.8% | -244.0% | -99.6% |
| 10Y | -98.7% | +356.2% | -454.9% | -99.6% |
| All | -97.7% | +405.4% | -503.1% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling