+72.3%
MSFT vs AFL
+133.0%
-60.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.0% | -2.1% | +1.1% | -0.5% |
| 30D | -2.7% | -5.4% | +2.8% | -1.2% |
| 3M | +22.1% | -0.3% | +22.4% | +21.9% |
| 6M | +20.6% | +5.2% | +15.4% | +18.4% |
| YTD | +2.3% | +5.7% | -3.4% | 0.0% |
| 1Y | -0.5% | +10.2% | -10.8% | -4.2% |
| 3Y | +50.5% | +63.4% | -12.9% | +21.4% |
| 5Y | +72.3% | +133.0% | -60.7% | +15.1% |
| All | +72.3% | +133.0% | -60.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling