-33.6%
APP vs AFL
+5.6%
-39.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +1.6% |
| 7D | +0.9% | +0.6% | +0.3% | +1.2% |
| 30D | -23.3% | -6.2% | -17.1% | -26.3% |
| 3M | -42.6% | +2.2% | -44.8% | -42.0% |
| 6M | -33.6% | +5.3% | -38.9% | -33.1% |
| All | -33.6% | +5.6% | -39.2% | -33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling