+20.3%
ARM vs AFL
+12.8%
+7.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +7.7% |
| 7D | -5.3% | +0.5% | -5.8% | -4.6% |
| 30D | -30.0% | +9.3% | -39.4% | -22.7% |
| 3M | -34.1% | +1.0% | -35.1% | -32.2% |
| 6M | -12.6% | +11.8% | -24.5% | -2.0% |
| YTD | +70.4% | +15.3% | +55.1% | +90.1% |
| All | +20.3% | +12.8% | +7.5% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling