+1,677.3%
NOK vs AFL
+7,269.2%
-5,591.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +8.7% | -3.3% | +12.0% | +10.1% |
| 30D | +12.5% | -5.0% | +17.5% | +14.6% |
| 3M | -20.7% | -1.8% | -19.0% | -20.7% |
| 6M | +36.2% | +4.8% | +31.3% | +32.4% |
| YTD | +64.1% | +5.4% | +58.7% | +58.9% |
| 1Y | +132.4% | +9.0% | +123.4% | +121.3% |
| 3Y | +182.9% | +63.0% | +119.8% | +124.9% |
| 5Y | +102.8% | +134.5% | -31.7% | +38.3% |
| 10Y | +126.8% | +298.6% | -171.8% | +18.5% |
| All | +1,677.3% | +7,269.2% | -5,591.9% | +208.0% |
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