+3,994.3%
CMG vs AFL
+685.3%
+3,309.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | -6.5% | -2.1% | -4.3% | -5.8% |
| 30D | +12.1% | -5.4% | +17.5% | +14.0% |
| 3M | +20.6% | -0.3% | +20.8% | +20.6% |
| 6M | +2.1% | +5.2% | -3.1% | +0.3% |
| YTD | -2.6% | +5.7% | -8.3% | -4.7% |
| 1Y | -8.7% | +10.2% | -18.9% | -11.9% |
| 3Y | -7.4% | +63.4% | -70.8% | -21.9% |
| 5Y | -5.7% | +133.0% | -138.7% | -29.6% |
| 10Y | +322.3% | +299.5% | +22.8% | +154.9% |
| All | +3,994.3% | +685.3% | +3,309.0% | +1,665.3% |
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