+104,095.6%
FICO vs AFL
+18,874.6%
+85,220.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.4% |
| 7D | -19.2% | +0.6% | -19.8% | -19.3% |
| 30D | -14.6% | -6.2% | -8.4% | -12.9% |
| 3M | -20.1% | +2.2% | -22.3% | -20.7% |
| 6M | -36.3% | +5.3% | -41.6% | -37.4% |
| YTD | -44.9% | +8.0% | -52.8% | -46.3% |
| 1Y | -38.6% | +10.2% | -48.9% | -40.6% |
| 3Y | +4.0% | +67.1% | -63.1% | -12.9% |
| 5Y | +99.5% | +135.6% | -36.1% | +48.9% |
| 10Y | +604.7% | +299.4% | +305.3% | +338.4% |
| All | +104,095.6% | +18,874.6% | +85,220.9% | +37,628.8% |
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