+139,934.2%
MSFT vs AFL
+20,558.3%
+119,375.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -1.3% | +2.9% | -4.1% | -2.1% |
| 30D | -1.8% | +8.0% | -9.8% | -4.0% |
| 3M | +5.6% | +5.9% | -0.3% | +3.8% |
| 6M | +29.8% | +11.6% | +18.2% | +25.4% |
| YTD | +9.0% | +17.5% | -8.5% | +3.5% |
| 1Y | +4.9% | +13.3% | -8.3% | +0.6% |
| 3Y | +46.2% | +67.0% | -20.8% | +23.7% |
| 5Y | +62.1% | +150.6% | -88.5% | +21.4% |
| 10Y | +899.6% | +343.1% | +556.6% | +515.7% |
| All | +139,934.2% | +20,558.3% | +119,375.9% | +25,957.3% |
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