+1,454.7%
AMT vs AFL
+2,770.1%
-1,315.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +1.5% | +2.9% | -1.4% | +0.6% |
| 30D | +6.8% | +8.0% | -1.1% | +4.2% |
| 3M | +11.2% | +5.9% | +5.3% | +9.0% |
| 6M | +12.5% | +11.6% | +0.8% | +8.4% |
| YTD | +12.5% | +17.5% | -5.0% | +6.4% |
| 1Y | +10.1% | +13.3% | -3.2% | +5.4% |
| 3Y | +16.0% | +67.0% | -51.0% | -3.2% |
| 5Y | -17.2% | +150.6% | -167.8% | -39.8% |
| 10Y | +135.2% | +343.1% | -207.8% | +35.9% |
| All | +1,454.7% | +2,770.1% | -1,315.3% | +392.7% |
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