+295.8%
AFL vs NVS
+179.5%
+116.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.6% | -14.3% | +12.6% | +5.0% |
| 30D | -4.0% | -10.0% | +5.9% | -0.3% |
| 3M | -0.5% | -10.9% | +10.4% | +3.7% |
| 6M | +6.5% | -12.0% | +18.5% | +11.4% |
| YTD | +6.2% | +2.5% | +3.7% | +2.2% |
| 1Y | +8.3% | +10.7% | -2.4% | -0.2% |
| 3Y | +62.5% | +53.3% | +9.2% | +22.7% |
| 5Y | +136.2% | +93.6% | +42.6% | +51.0% |
| All | +295.8% | +179.5% | +116.3% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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