+8,017.8%
AMD vs AFL
+294.8%
+7,723.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +6.5% |
| 7D | +10.0% | -0.7% | +10.8% | +10.2% |
| 30D | +4.6% | -7.1% | +11.7% | +7.3% |
| 3M | +3.1% | +0.4% | +2.7% | +2.1% |
| 6M | +162.8% | +4.5% | +158.3% | +154.7% |
| YTD | +136.2% | +6.1% | +130.1% | +126.4% |
| 1Y | +234.0% | +10.6% | +223.5% | +213.3% |
| 3Y | +376.7% | +64.0% | +312.7% | +270.8% |
| 5Y | +376.3% | +133.7% | +242.6% | +217.3% |
| 10Y | +8,017.8% | +298.0% | +7,719.8% | +5,554.3% |
| All | +8,017.8% | +294.8% | +7,723.0% | +5,554.3% |
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 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