+565.7%
AMZN vs AFL
+303.3%
+262.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -0.7% | -1.6% | +1.0% | -0.3% |
| 30D | -3.9% | -4.0% | +0.1% | -3.1% |
| 3M | +6.3% | -0.5% | +6.8% | +6.3% |
| 6M | +20.8% | +6.5% | +14.2% | +18.7% |
| YTD | +11.2% | +6.2% | +5.1% | +9.2% |
| 1Y | +11.7% | +8.3% | +3.4% | +9.0% |
| 3Y | +79.4% | +62.5% | +16.9% | +57.7% |
| 5Y | +48.0% | +136.2% | -88.1% | +19.1% |
| All | +565.7% | +303.3% | +262.4% | +400.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling