+2,439.3%
MAR vs AFL
+2,331.4%
+107.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -1.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | -6.9% | -7.1% | +0.2% | -3.9% |
| 3M | -15.8% | +0.4% | -16.3% | -16.1% |
| 6M | +1.9% | +4.5% | -2.6% | -0.3% |
| YTD | +6.6% | +6.1% | +0.5% | +3.5% |
| 1Y | +23.7% | +10.6% | +13.1% | +17.8% |
| 3Y | +64.6% | +64.0% | +0.6% | +29.7% |
| 5Y | +156.4% | +133.7% | +22.6% | +72.3% |
| 10Y | +415.4% | +298.0% | +117.3% | +177.6% |
| All | +2,439.3% | +2,331.4% | +107.9% | +575.1% |
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 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