+169.5%
PR vs AFL
+346.8%
-177.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.5% |
| 30D | +18.0% | -6.2% | +24.2% | +22.6% |
| 3M | +16.9% | +2.2% | +14.7% | +14.4% |
| 6M | +28.2% | +5.3% | +22.9% | +22.6% |
| YTD | +69.3% | +8.0% | +61.4% | +58.6% |
| 1Y | +69.5% | +10.2% | +59.3% | +56.0% |
| 3Y | +81.7% | +67.1% | +14.6% | +22.2% |
| 5Y | +422.2% | +135.6% | +286.7% | +180.1% |
| 10Y | +110.4% | +299.4% | -189.0% | +21.7% |
| All | +169.5% | +346.8% | -177.3% | +55.7% |
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