+78,645.2%
FICO vs AFL
+19,983.6%
+58,661.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | +3.3% | +10.0% | -6.7% | +0.1% |
| 3M | -31.7% | -1.6% | -30.2% | -31.4% |
| 6M | -34.0% | +10.5% | -44.5% | -36.2% |
| YTD | -58.3% | +14.3% | -72.6% | -60.1% |
| 1Y | -57.9% | +11.4% | -69.3% | -59.4% |
| 3Y | -24.1% | +62.4% | -86.5% | -35.8% |
| 5Y | +85.3% | +144.8% | -59.5% | +36.6% |
| 10Y | +520.3% | +356.2% | +164.1% | +270.3% |
| All | +78,645.2% | +19,983.6% | +58,661.6% | +27,882.0% |
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