+91.5%
CSCO vs AFL
+149.6%
-58.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.1% | -6.5% |
| 7D | +1.9% | +2.9% | -1.0% | +1.0% |
| 30D | -15.8% | +8.0% | -23.8% | -18.0% |
| 3M | -15.4% | +5.9% | -21.3% | -17.1% |
| 6M | -5.4% | +11.6% | -17.0% | -9.4% |
| YTD | +26.5% | +17.5% | +8.9% | +18.5% |
| 1Y | +25.9% | +13.3% | +12.6% | +19.6% |
| 3Y | +97.5% | +67.0% | +30.5% | +57.3% |
| All | +91.5% | +149.6% | -58.1% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling