+1,440.5%
FANG vs AFL
+565.9%
+874.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | +2.9% | -1.6% | +4.5% | +4.2% |
| 30D | +2.6% | -4.0% | +6.7% | +5.8% |
| 3M | +7.6% | -0.5% | +8.1% | +7.4% |
| 6M | +17.3% | +6.5% | +10.8% | +10.0% |
| YTD | +38.7% | +6.2% | +32.5% | +29.6% |
| 1Y | +51.6% | +8.3% | +43.4% | +38.9% |
| 3Y | +50.0% | +62.5% | -12.6% | -6.9% |
| 5Y | +237.6% | +136.2% | +101.4% | +47.7% |
| 10Y | +180.7% | +301.4% | -120.7% | -17.3% |
| All | +1,440.5% | +565.9% | +874.6% | +236.9% |
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