+803.7%
B vs AFL
+18,874.6%
-18,070.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +9.4% | -6.2% | +15.6% | +10.2% |
| 3M | +5.0% | +2.2% | +2.8% | +4.6% |
| 6M | -3.5% | +5.3% | -8.8% | -4.2% |
| YTD | +4.5% | +8.0% | -3.5% | +3.3% |
| 1Y | +67.8% | +10.2% | +57.5% | +65.4% |
| 3Y | +196.7% | +67.1% | +129.6% | +178.8% |
| 5Y | +151.9% | +135.6% | +16.3% | +127.3% |
| 10Y | +202.2% | +299.4% | -97.2% | +151.5% |
| All | +803.7% | +18,874.6% | -18,070.9% | +708.3% |
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 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