+763.1%
PM vs AFL
+513.6%
+249.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -3.4% | -6.2% | +2.8% | -1.9% |
| 3M | +5.2% | +2.2% | +3.0% | +4.6% |
| 6M | +3.7% | +5.3% | -1.6% | +2.4% |
| YTD | +15.8% | +8.0% | +7.8% | +13.6% |
| 1Y | +17.4% | +10.2% | +7.1% | +14.5% |
| 3Y | +116.9% | +67.1% | +49.9% | +89.8% |
| 5Y | +117.3% | +135.6% | -18.3% | +74.1% |
| 10Y | +193.8% | +299.4% | -105.6% | +104.2% |
| All | +763.1% | +513.6% | +249.6% | +453.7% |
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