-30.9%
AMT vs AFL
+133.0%
-163.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.5% | -2.1% | +3.6% | +2.2% |
| 30D | +3.7% | -5.4% | +9.2% | +5.8% |
| 3M | -7.2% | -0.3% | -6.9% | -7.2% |
| 6M | -4.2% | +5.2% | -9.4% | -6.0% |
| YTD | +1.9% | +5.7% | -3.8% | -0.4% |
| 1Y | -6.4% | +10.2% | -16.6% | -10.1% |
| 3Y | +7.7% | +63.4% | -55.7% | -13.2% |
| 5Y | -30.9% | +133.0% | -163.9% | -52.7% |
| All | -30.9% | +133.0% | -163.9% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling