+376.7%
AMD vs AFL
+64.2%
+312.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +5.7% |
| 7D | +10.0% | -0.7% | +10.8% | +10.0% |
| 30D | +4.6% | -7.1% | +11.7% | +4.0% |
| 3M | +3.1% | +0.4% | +2.7% | +2.7% |
| 6M | +162.8% | +4.5% | +158.3% | +159.9% |
| YTD | +136.2% | +6.1% | +130.1% | +132.3% |
| 1Y | +234.0% | +10.6% | +223.5% | +223.9% |
| 3Y | +376.7% | +64.0% | +312.7% | +274.0% |
| All | +376.7% | +64.2% | +312.5% | +274.0% |
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 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