+516.5%
PL vs AFL
+67.6%
+448.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +10.0% | +2.9% | +7.2% | +9.7% |
| 30D | -2.3% | +8.0% | -10.2% | -3.3% |
| 3M | -44.2% | +5.9% | -50.1% | -44.6% |
| 6M | -66.1% | +11.6% | -77.7% | -67.0% |
| YTD | -30.0% | +17.5% | -47.5% | -33.9% |
| 1Y | +21.0% | +13.3% | +7.8% | +16.2% |
| 3Y | +516.5% | +67.0% | +449.5% | +438.8% |
| All | +516.5% | +67.6% | +448.9% | +438.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling