-6.5%
IBM vs AFL
+10.4%
-16.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | -0.3% | -3.3% | +3.0% | +1.1% |
| 30D | -1.8% | -5.0% | +3.1% | +0.2% |
| 3M | -13.5% | -1.8% | -11.7% | -12.5% |
| 6M | -5.1% | +4.8% | -9.9% | -7.1% |
| YTD | -19.4% | +5.4% | -24.8% | -21.3% |
| 1Y | -6.5% | +9.0% | -15.5% | -7.6% |
| All | -6.5% | +10.4% | -16.9% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling