+664.2%
B vs AFL
+20,380.2%
-19,716.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.1% |
| 7D | -6.2% | +0.2% | -6.4% | -6.2% |
| 30D | -6.6% | +8.6% | -15.3% | -7.5% |
| 3M | -7.9% | +5.3% | -13.2% | -8.5% |
| 6M | -16.8% | +10.0% | -26.8% | -17.8% |
| YTD | -11.7% | +16.5% | -28.2% | -13.4% |
| 1Y | +3.5% | +12.7% | -9.2% | +1.8% |
| 3Y | +165.7% | +65.5% | +100.2% | +149.9% |
| 5Y | +108.4% | +148.5% | -40.1% | +86.9% |
| 10Y | +212.7% | +339.2% | -126.6% | +157.5% |
| All | +664.2% | +20,380.2% | -19,716.0% | +577.6% |
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