+391.7%
APP vs AFL
+151.1%
+240.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -23.3% | -6.2% | -17.1% | -21.6% |
| 3M | -42.6% | +2.2% | -44.8% | -43.5% |
| 6M | -33.6% | +5.3% | -38.9% | -35.7% |
| YTD | -52.4% | +8.0% | -60.4% | -54.7% |
| 1Y | -35.9% | +10.2% | -46.1% | -40.0% |
| 3Y | +642.2% | +67.1% | +575.1% | +445.7% |
| 5Y | +311.1% | +135.6% | +175.5% | +154.1% |
| All | +391.7% | +151.1% | +240.6% | +204.0% |
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