+848.7%
APA vs AFL
+18,874.6%
-18,025.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +23.4% | -6.2% | +29.6% | +26.3% |
| 3M | +12.7% | +2.2% | +10.5% | +11.4% |
| 6M | +39.4% | +5.3% | +34.1% | +36.0% |
| YTD | +79.0% | +8.0% | +71.0% | +72.4% |
| 1Y | +88.8% | +10.2% | +78.6% | +80.4% |
| 3Y | +6.4% | +67.1% | -60.7% | -14.0% |
| 5Y | +153.0% | +135.6% | +17.4% | +81.3% |
| 10Y | +7.5% | +299.4% | -291.8% | -31.3% |
| All | +848.7% | +18,874.6% | -18,025.9% | +221.8% |
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