+1,439.7%
AMT vs AFL
+2,745.3%
-1,305.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +5.8% | +8.6% | -2.9% | +2.9% |
| 3M | +12.6% | +5.3% | +7.2% | +10.6% |
| 6M | +8.3% | +10.0% | -1.7% | +4.9% |
| YTD | +11.4% | +16.5% | -5.1% | +5.7% |
| 1Y | +7.7% | +12.7% | -5.0% | +3.3% |
| 3Y | +14.8% | +65.5% | -50.7% | -4.0% |
| 5Y | -18.0% | +148.5% | -166.4% | -40.2% |
| 10Y | +133.0% | +339.2% | -206.3% | +34.9% |
| All | +1,439.7% | +2,745.3% | -1,305.6% | +389.3% |
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