+15,762.5%
MA vs AFL
+772.2%
+14,990.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | 0.0% |
| 7D | +1.8% | +2.1% | -0.3% | +0.9% |
| 30D | +11.8% | +10.6% | +1.3% | +7.0% |
| 3M | +17.2% | +4.4% | +12.8% | +14.9% |
| 6M | +33.4% | +13.1% | +20.3% | +26.2% |
| YTD | +16.1% | +16.6% | -0.5% | +8.5% |
| 1Y | +19.9% | +13.8% | +6.1% | +13.2% |
| 3Y | +70.1% | +65.7% | +4.4% | +34.9% |
| 5Y | +89.6% | +153.1% | -63.5% | +24.7% |
| 10Y | +568.4% | +335.9% | +232.6% | +242.4% |
| All | +15,762.5% | +772.2% | +14,990.3% | +6,119.7% |
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