+96.8%
META vs AFL
+67.6%
+29.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +5.2% | +2.9% | +2.3% | +4.6% |
| 30D | -13.0% | +8.0% | -20.9% | -14.4% |
| 3M | +7.9% | +5.9% | +2.0% | +6.5% |
| 6M | +4.2% | +11.6% | -7.4% | +1.3% |
| YTD | -2.5% | +17.5% | -20.1% | -6.7% |
| 1Y | +5.6% | +13.3% | -7.7% | +2.0% |
| 3Y | +96.8% | +67.0% | +29.8% | +66.7% |
| All | +96.8% | +67.6% | +29.2% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling