+15,612.2%
MA vs AFL
+771.3%
+14,840.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +7.9% | +8.6% | -0.7% | +4.1% |
| 3M | +16.8% | +5.3% | +11.5% | +14.1% |
| 6M | +31.0% | +10.0% | +21.0% | +25.5% |
| YTD | +15.0% | +16.5% | -1.5% | +7.5% |
| 1Y | +17.0% | +12.7% | +4.3% | +10.9% |
| 3Y | +68.5% | +65.5% | +3.0% | +33.7% |
| 5Y | +85.0% | +148.5% | -63.5% | +22.5% |
| 10Y | +561.3% | +339.2% | +222.1% | +237.8% |
| All | +15,612.2% | +771.3% | +14,840.9% | +6,063.6% |
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 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