+2,536.4%
IBM vs AFL
+20,380.2%
-17,843.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +6.8% | +8.6% | -1.9% | +4.5% |
| 3M | +4.4% | +5.3% | -0.9% | +2.9% |
| 6M | +13.2% | +10.0% | +3.2% | +10.4% |
| YTD | -15.1% | +16.5% | -31.7% | -18.4% |
| 1Y | -20.2% | +12.7% | -32.9% | -22.6% |
| 3Y | +79.3% | +65.5% | +13.8% | +57.0% |
| 5Y | +147.5% | +148.5% | -1.0% | +95.2% |
| 10Y | +140.2% | +339.2% | -199.1% | +63.2% |
| All | +2,536.4% | +20,380.2% | -17,843.8% | +672.3% |
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