+1,638.7%
MOD vs AFL
+19,983.6%
-18,344.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.6% |
| 7D | -25.5% | +0.1% | -25.7% | -25.8% |
| 30D | -49.0% | +10.0% | -59.0% | -51.8% |
| 3M | -49.8% | -1.6% | -48.3% | -49.9% |
| 6M | -64.8% | +10.5% | -75.3% | -67.2% |
| YTD | -27.6% | +14.3% | -41.9% | -33.9% |
| 1Y | -35.2% | +11.4% | -46.6% | -40.2% |
| 3Y | +137.1% | +62.4% | +74.7% | +76.5% |
| 5Y | +760.3% | +144.8% | +615.5% | +424.6% |
| 10Y | +938.8% | +356.2% | +582.6% | +367.9% |
| All | +1,638.7% | +19,983.6% | -18,344.9% | +253.6% |
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