+8,398.6%
TPR vs AFL
+1,170.9%
+7,227.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.2% |
| 7D | +14.2% | +0.1% | +14.1% | +14.2% |
| 30D | +17.1% | +10.0% | +7.0% | +11.7% |
| 3M | -17.7% | -1.6% | -16.2% | -17.1% |
| 6M | -10.2% | +10.5% | -20.7% | -14.8% |
| YTD | +4.9% | +14.3% | -9.4% | -2.2% |
| 1Y | +36.1% | +11.4% | +24.7% | +28.3% |
| 3Y | +416.5% | +62.4% | +354.0% | +293.8% |
| 5Y | +254.8% | +144.8% | +110.0% | +120.2% |
| 10Y | +391.7% | +356.2% | +35.6% | +134.4% |
| All | +8,398.6% | +1,170.9% | +7,227.7% | +1,908.2% |
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