+77.4%
IBM vs AFL
+62.8%
+14.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.5% |
| 7D | +3.6% | -2.1% | +5.7% | +4.3% |
| 30D | +1.5% | -5.4% | +7.0% | +3.4% |
| 3M | -12.9% | -0.3% | -12.7% | -12.7% |
| 6M | -3.9% | +5.2% | -9.1% | -5.5% |
| YTD | -17.3% | +5.7% | -23.0% | -18.8% |
| 1Y | -5.0% | +10.2% | -15.2% | -7.9% |
| All | +77.4% | +62.8% | +14.6% | +61.1% |
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