+485.4%
P vs AFL
+411.7%
+73.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +6.5% | +0.6% | +5.9% | +6.2% |
| 30D | +18.8% | -6.2% | +25.0% | +22.3% |
| 3M | +26.7% | +2.2% | +24.6% | +24.2% |
| 6M | +62.2% | +5.3% | +56.9% | +56.5% |
| YTD | +48.5% | +8.0% | +40.5% | +40.8% |
| 1Y | +26.4% | +10.2% | +16.2% | +17.7% |
| 3Y | +159.4% | +67.1% | +92.3% | +86.0% |
| 5Y | +275.8% | +135.6% | +140.2% | +117.4% |
| 10Y | +732.0% | +299.4% | +432.7% | +245.3% |
| All | +485.4% | +411.7% | +73.6% | +123.2% |
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