+33,565.4%
TQQQ vs AFL
+627.0%
+32,938.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.0% |
| 7D | -3.9% | -3.3% | -0.6% | -0.2% |
| 30D | -5.3% | -5.0% | -0.3% | -0.1% |
| 3M | +0.1% | -1.8% | +1.9% | -0.5% |
| 6M | +40.7% | +4.8% | +35.8% | +27.6% |
| YTD | +31.8% | +5.4% | +26.4% | +17.2% |
| 1Y | +48.2% | +9.0% | +39.2% | +24.6% |
| 3Y | +253.6% | +63.0% | +190.6% | +75.5% |
| 5Y | +99.6% | +134.5% | -34.9% | -33.2% |
| 10Y | +2,951.5% | +298.6% | +2,652.9% | +406.4% |
| All | +33,565.4% | +627.0% | +32,938.4% | +2,684.7% |
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