+180.5%
PL vs AFL
+11.7%
+168.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -2.0% |
| 7D | -9.3% | +0.6% | -9.9% | -8.9% |
| 30D | -18.9% | -6.2% | -12.7% | -23.0% |
| 3M | -58.4% | +2.2% | -60.6% | -57.1% |
| 6M | -30.3% | +5.3% | -35.6% | -27.3% |
| YTD | -8.1% | +8.0% | -16.1% | -5.3% |
| 1Y | +180.5% | +10.2% | +170.3% | +194.6% |
| All | +180.5% | +11.7% | +168.8% | +194.6% |
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