+9.5%
TPR vs AFL
+10.3%
-0.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -7.3% | -2.1% | -5.2% | -6.9% |
| 30D | -30.7% | -5.4% | -25.3% | -30.1% |
| 3M | -21.6% | -0.3% | -21.4% | -21.6% |
| 6M | -21.3% | +5.2% | -26.5% | -22.5% |
| YTD | -10.2% | +5.7% | -15.8% | -10.4% |
| 1Y | +9.5% | +10.2% | -0.7% | +10.5% |
| All | +9.5% | +10.3% | -0.8% | +10.5% |
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