+1,924.6%
NOW vs AFL
+743.1%
+1,181.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | -8.7% | +2.1% | -10.8% | -9.5% |
| 30D | -29.3% | +10.6% | -39.8% | -32.2% |
| 3M | -21.8% | +4.4% | -26.2% | -23.4% |
| 6M | +9.2% | +13.1% | -3.9% | +3.5% |
| YTD | -35.0% | +16.6% | -51.6% | -39.3% |
| 1Y | -42.5% | +13.8% | -56.3% | -45.9% |
| 3Y | -21.5% | +65.7% | -87.2% | -37.3% |
| 5Y | -25.8% | +153.1% | -178.9% | -50.5% |
| 10Y | +506.3% | +335.9% | +170.5% | +186.8% |
| All | +1,924.6% | +743.1% | +1,181.5% | +585.8% |
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