+105.9%
GILD vs AFL
+63.5%
+42.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.8% | -1.6% | -3.2% | -4.4% |
| 30D | +5.8% | -4.0% | +9.8% | +6.8% |
| 3M | +14.9% | -0.5% | +15.4% | +14.9% |
| 6M | -0.4% | +6.5% | -6.9% | -2.3% |
| YTD | +18.5% | +6.2% | +12.4% | +16.2% |
| 1Y | +25.1% | +8.3% | +16.8% | +21.9% |
| 3Y | +105.9% | +62.5% | +43.4% | +77.4% |
| All | +105.9% | +63.5% | +42.4% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling