+892.4%
APP vs AFL
+60.8%
+831.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +10.1% |
| 7D | +71.2% | +0.1% | +71.1% | +71.2% |
| 30D | +39.1% | +10.0% | +29.0% | +37.2% |
| 3M | +16.5% | -1.6% | +18.1% | +16.8% |
| 6M | -16.6% | +10.5% | -27.1% | -18.4% |
| YTD | -41.9% | +14.3% | -56.2% | -44.2% |
| 1Y | -37.0% | +11.4% | -48.4% | -38.9% |
| 3Y | +892.4% | +62.4% | +830.0% | +719.2% |
| All | +892.4% | +60.8% | +831.6% | +719.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling