+193.0%
ARM vs AFL
+73.3%
+119.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.8% |
| 7D | -5.3% | +0.5% | -5.8% | -5.2% |
| 30D | -30.0% | +9.3% | -39.4% | -29.1% |
| 3M | -34.1% | +1.0% | -35.1% | -33.6% |
| 6M | -12.6% | +11.8% | -24.5% | -12.0% |
| YTD | +70.4% | +15.3% | +55.1% | +70.6% |
| 1Y | +22.3% | +12.1% | +10.2% | +22.8% |
| 3Y | +261.2% | +65.0% | +196.2% | +273.3% |
| All | +193.0% | +73.3% | +119.6% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling