+262,336.6%
AMZN vs AFL
+3,402.4%
+258,934.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -6.4% | -7.1% | +0.7% | -4.3% |
| 3M | +4.8% | +0.4% | +4.4% | +4.4% |
| 6M | +20.5% | +4.5% | +16.0% | +18.5% |
| YTD | +11.3% | +6.1% | +5.3% | +8.7% |
| 1Y | +9.0% | +10.6% | -1.6% | +4.8% |
| 3Y | +85.9% | +64.0% | +21.9% | +56.8% |
| 5Y | +45.8% | +133.7% | -88.0% | +9.9% |
| 10Y | +555.5% | +298.0% | +257.5% | +294.1% |
| All | +262,336.6% | +3,402.4% | +258,934.2% | +87,291.4% |
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