+8,900.5%
WMT vs AFL
+18,474.8%
-9,574.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | -5.8% | -5.4% | -0.4% | -4.8% |
| 3M | -10.8% | -0.3% | -10.5% | -10.7% |
| 6M | -14.3% | +5.2% | -19.5% | -15.3% |
| YTD | -4.4% | +5.7% | -10.1% | -5.6% |
| 1Y | +4.3% | +10.2% | -5.9% | +2.2% |
| 3Y | +100.1% | +63.4% | +36.6% | +80.5% |
| 5Y | +130.8% | +133.0% | -2.2% | +93.2% |
| 10Y | +433.7% | +299.5% | +134.2% | +288.7% |
| All | +8,900.5% | +18,474.8% | -9,574.2% | +1,880.9% |
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