-29.8%
NOW vs AFL
+10.3%
-40.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -4.1% | -2.1% | -2.0% | -4.3% |
| 30D | +2.9% | -5.4% | +8.3% | +2.5% |
| 3M | +22.6% | -0.3% | +22.8% | +22.9% |
| 6M | +7.5% | +5.2% | +2.3% | +8.2% |
| YTD | -14.4% | +5.7% | -20.1% | -14.1% |
| 1Y | -29.8% | +10.2% | -40.0% | -31.6% |
| All | -29.8% | +10.3% | -40.1% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling