+215.7%
AMD vs AFL
+10.4%
+205.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.7% |
| 7D | +10.4% | -3.3% | +13.7% | +6.0% |
| 30D | +6.2% | -5.0% | +11.1% | -0.2% |
| 3M | +11.3% | -1.8% | +13.1% | +10.3% |
| 6M | +147.8% | +4.8% | +143.0% | +161.3% |
| YTD | +135.2% | +5.4% | +129.7% | +152.1% |
| 1Y | +215.7% | +9.0% | +206.7% | +257.8% |
| All | +215.7% | +10.4% | +205.3% | +257.8% |
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