+149.9%
PR vs AFL
+377.3%
-227.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -12.4% | +0.5% | -12.9% | -12.8% |
| 30D | -6.6% | +9.3% | -15.9% | -12.1% |
| 3M | +7.5% | +1.0% | +6.5% | +6.2% |
| 6M | +10.8% | +11.8% | -1.1% | +1.9% |
| YTD | +57.0% | +15.3% | +41.7% | +40.5% |
| 1Y | +67.9% | +12.1% | +55.9% | +53.0% |
| 3Y | +87.6% | +65.0% | +22.6% | +27.6% |
| 5Y | +220.4% | +149.1% | +71.2% | +64.7% |
| 10Y | +64.8% | +340.9% | -276.1% | -8.4% |
| All | +149.9% | +377.3% | -227.4% | +37.9% |
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