+11,477.5%
AMD vs AFL
+18,874.7%
-7,397.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.0% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | -0.9% | -6.2% | +5.3% | +1.3% |
| 3M | -8.7% | +2.2% | -10.9% | -10.2% |
| 6M | +136.3% | +5.3% | +131.1% | +129.2% |
| YTD | +123.0% | +8.0% | +115.0% | +113.4% |
| 1Y | +195.2% | +10.2% | +184.9% | +179.2% |
| 3Y | +336.3% | +67.1% | +269.3% | +249.3% |
| 5Y | +334.5% | +135.6% | +198.9% | +207.2% |
| 10Y | +6,259.1% | +299.4% | +5,959.8% | +3,452.3% |
| All | +11,477.5% | +18,874.7% | -7,397.2% | +2,253.7% |
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