+979.9%
APA vs AFL
+20,558.3%
-19,578.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | +8.5% | +2.9% | +5.7% | +7.4% |
| 30D | +2.8% | +8.0% | -5.2% | -0.4% |
| 3M | +21.7% | +5.9% | +15.8% | +18.8% |
| 6M | +32.6% | +11.6% | +21.0% | +26.5% |
| YTD | +103.7% | +17.5% | +86.2% | +89.7% |
| 1Y | +101.8% | +13.3% | +88.5% | +90.6% |
| 3Y | +48.1% | +67.0% | -19.0% | +19.7% |
| 5Y | +91.9% | +150.6% | -58.7% | +33.6% |
| 10Y | +8.4% | +343.1% | -334.7% | -33.5% |
| All | +979.9% | +20,558.3% | -19,578.3% | +254.0% |
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