+428.1%
WMT vs AFL
+303.3%
+124.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | 0.0% | -1.6% | +1.7% | +0.4% |
| 30D | -7.4% | -4.0% | -3.4% | -6.6% |
| 3M | -10.9% | -0.5% | -10.4% | -10.8% |
| 6M | -12.7% | +6.5% | -19.2% | -13.9% |
| YTD | -3.2% | +6.2% | -9.4% | -4.5% |
| 1Y | +5.3% | +8.3% | -3.0% | +3.4% |
| 3Y | +101.9% | +62.5% | +39.3% | +82.8% |
| 5Y | +134.6% | +136.2% | -1.6% | +97.3% |
| All | +428.1% | +303.3% | +124.8% | +317.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling