-17.0%
TEAM vs AFL
+62.8%
-79.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.7% | -2.1% | -2.5% | -4.3% |
| 30D | +17.0% | -5.4% | +22.5% | +18.0% |
| 3M | +85.9% | -0.3% | +86.2% | +85.1% |
| 6M | +116.7% | +5.2% | +111.4% | +112.8% |
| YTD | +9.6% | +5.7% | +3.9% | +7.5% |
| 1Y | -2.5% | +10.2% | -12.8% | -5.5% |
| All | -17.0% | +62.8% | -79.7% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling