+82.7%
MRVL vs AFL
+18.6%
+64.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -5.7% |
| 7D | -36.5% | +2.9% | -39.4% | -33.6% |
| 30D | -41.1% | +11.5% | -52.6% | -31.6% |
| 3M | -26.9% | +0.6% | -27.5% | -24.0% |
| 6M | -2.3% | +11.7% | -14.0% | +8.4% |
| YTD | +88.4% | +15.4% | +73.0% | +106.7% |
| 1Y | +82.7% | +17.6% | +65.2% | +103.0% |
| All | +82.7% | +18.6% | +64.2% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling