+48.9%
MSFT vs AFL
+62.8%
-13.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.0% | -2.1% | +1.1% | -0.8% |
| 30D | -2.7% | -5.4% | +2.8% | -2.1% |
| 3M | +22.1% | -0.3% | +22.4% | +21.9% |
| 6M | +20.6% | +5.2% | +15.4% | +19.6% |
| YTD | +2.3% | +5.7% | -3.4% | +1.2% |
| 1Y | -0.5% | +10.2% | -10.8% | -2.4% |
| All | +48.9% | +62.8% | -13.9% | +29.2% |
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