+836.5%
PM vs AFL
+565.4%
+271.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -7.1% | +1.4% | -8.5% | -7.4% |
| 30D | -2.8% | +9.7% | -12.5% | -5.0% |
| 3M | +6.3% | +5.5% | +0.8% | +4.9% |
| 6M | +9.6% | +11.2% | -1.6% | +6.8% |
| YTD | +25.6% | +17.1% | +8.5% | +20.8% |
| 1Y | +29.7% | +14.0% | +15.6% | +25.5% |
| 3Y | +147.6% | +66.3% | +81.3% | +116.8% |
| 5Y | +160.1% | +152.7% | +7.4% | +105.0% |
| 10Y | +260.9% | +341.3% | -80.4% | +145.2% |
| All | +836.5% | +565.4% | +271.1% | +488.9% |
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