+11,570.3%
COST vs AFL
+18,431.1%
-6,860.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | -3.3% | +0.8% | -1.7% |
| 30D | -4.4% | -5.0% | +0.5% | -3.2% |
| 3M | -8.1% | -1.8% | -6.3% | -7.7% |
| 6M | -9.2% | +4.8% | -14.1% | -10.4% |
| YTD | +5.1% | +5.4% | -0.3% | +3.5% |
| 1Y | -5.1% | +9.0% | -14.1% | -7.4% |
| 3Y | +70.4% | +63.0% | +7.3% | +49.0% |
| 5Y | +104.7% | +134.5% | -29.8% | +62.7% |
| 10Y | +608.8% | +298.6% | +310.2% | +371.3% |
| All | +11,570.3% | +18,431.1% | -6,860.8% | +2,035.1% |
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