+78.3%
PR vs AFL
+10.6%
+67.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.0% |
| 7D | -0.6% | -0.7% | +0.2% | -0.7% |
| 30D | +17.4% | -7.1% | +24.5% | +16.7% |
| 3M | +21.8% | +0.4% | +21.3% | +21.1% |
| 6M | +27.6% | +4.5% | +23.1% | +27.7% |
| YTD | +71.4% | +6.1% | +65.4% | +70.4% |
| 1Y | +78.3% | +10.6% | +67.8% | +72.8% |
| All | +78.3% | +10.6% | +67.7% | +72.8% |
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 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