+500.0%
APP vs AFL
+165.7%
+334.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +10.5% |
| 7D | +71.2% | +0.1% | +71.1% | +71.2% |
| 30D | +39.1% | +10.0% | +29.0% | +34.1% |
| 3M | +16.5% | -1.6% | +18.1% | +17.0% |
| 6M | -16.6% | +10.5% | -27.1% | -20.5% |
| YTD | -41.9% | +14.3% | -56.2% | -46.0% |
| 1Y | -37.0% | +11.4% | -48.4% | -40.8% |
| 3Y | +892.4% | +62.4% | +830.0% | +650.8% |
| 5Y | +297.3% | +144.8% | +152.5% | +143.1% |
| All | +500.0% | +165.7% | +334.3% | +263.0% |
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