+81,563.4%
FICO vs AFL
+20,401.2%
+61,162.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.6% |
| 7D | +0.9% | +2.1% | -1.2% | +0.2% |
| 30D | +9.4% | +10.6% | -1.1% | +5.8% |
| 3M | -30.4% | +4.4% | -34.8% | -31.4% |
| 6M | -35.1% | +13.1% | -48.2% | -37.8% |
| YTD | -56.8% | +16.6% | -73.4% | -58.9% |
| 1Y | -58.4% | +13.8% | -72.2% | -60.2% |
| 3Y | -26.7% | +65.7% | -92.3% | -38.4% |
| 5Y | +88.0% | +153.1% | -65.1% | +37.1% |
| 10Y | +545.7% | +335.9% | +209.9% | +290.5% |
| All | +81,563.4% | +20,401.2% | +61,162.2% | +28,722.7% |
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