+83,407.4%
MU vs AFL
+20,380.2%
+63,027.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +21.6% | +0.2% | +21.4% | +21.5% |
| 30D | -16.2% | +8.6% | -24.9% | -19.5% |
| 3M | -12.4% | +5.3% | -17.7% | -15.0% |
| 6M | +4.2% | +10.0% | -5.8% | -2.2% |
| YTD | +180.0% | +16.5% | +163.4% | +154.8% |
| 1Y | +226.4% | +12.7% | +213.7% | +200.8% |
| 3Y | +969.7% | +65.5% | +904.2% | +712.7% |
| 5Y | +957.9% | +148.5% | +809.5% | +568.8% |
| 10Y | +4,534.6% | +339.2% | +4,195.3% | +2,135.5% |
| All | +83,407.4% | +20,380.2% | +63,027.2% | +8,566.3% |
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