+7,716.4%
TPR vs AFL
+1,100.8%
+6,615.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | -23.0% | -6.2% | -16.8% | -20.6% |
| 3M | -12.5% | +2.2% | -14.6% | -13.6% |
| 6M | -21.4% | +5.3% | -26.7% | -23.7% |
| YTD | -3.5% | +8.0% | -11.5% | -7.6% |
| 1Y | +17.4% | +10.2% | +7.1% | +10.9% |
| 3Y | +291.3% | +67.1% | +224.2% | +193.7% |
| 5Y | +241.9% | +135.6% | +106.3% | +116.3% |
| 10Y | +322.7% | +299.4% | +23.3% | +114.0% |
| All | +7,716.4% | +1,100.8% | +6,615.7% | +1,799.2% |
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