+323.1%
MRVL vs AFL
+63.5%
+259.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.1% |
| 7D | +5.6% | -1.6% | +7.3% | +5.4% |
| 30D | +8.8% | -4.0% | +12.8% | +8.4% |
| 3M | -15.9% | -0.5% | -15.4% | -16.6% |
| 6M | +161.3% | +6.5% | +154.7% | +154.8% |
| YTD | +178.2% | +6.2% | +172.1% | +171.1% |
| 1Y | +255.3% | +8.3% | +247.0% | +244.2% |
| 3Y | +323.1% | +62.5% | +260.6% | +253.2% |
| All | +323.1% | +63.5% | +259.6% | +253.2% |
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