+1,872.1%
T vs AFL
+18,874.6%
-17,002.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.7% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +11.4% | -6.2% | +17.5% | +13.0% |
| 3M | +14.3% | +2.2% | +12.1% | +13.7% |
| 6M | -9.3% | +5.3% | -14.5% | -10.5% |
| YTD | +7.1% | +8.0% | -0.8% | +5.0% |
| 1Y | -9.1% | +10.2% | -19.3% | -11.4% |
| 3Y | +105.3% | +67.1% | +38.3% | +80.1% |
| 5Y | +66.8% | +135.6% | -68.8% | +34.1% |
| 10Y | +66.8% | +299.4% | -232.6% | +16.1% |
| All | +1,872.1% | +18,874.6% | -17,002.5% | +458.6% |
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