+13,824.1%
MA vs AFL
+707.2%
+13,116.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | +1.5% | -6.2% | +7.7% | +4.4% |
| 3M | +20.4% | +2.2% | +18.3% | +19.2% |
| 6M | +11.1% | +5.3% | +5.9% | +8.6% |
| YTD | +2.0% | +8.0% | -6.0% | -1.5% |
| 1Y | -2.2% | +10.2% | -12.4% | -6.4% |
| 3Y | +41.9% | +67.1% | -25.2% | +12.2% |
| 5Y | +75.4% | +135.6% | -60.2% | +18.9% |
| 10Y | +527.5% | +299.4% | +228.2% | +233.6% |
| All | +13,824.1% | +707.2% | +13,116.9% | +5,548.3% |
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