+3,641.4%
AFL vs NVS
+1,076.7%
+2,564.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.1% | -15.4% | +13.2% | +6.0% |
| 30D | -5.4% | -12.3% | +6.9% | +0.2% |
| 3M | -0.3% | -7.8% | +7.6% | +2.6% |
| 6M | +5.2% | -13.0% | +18.2% | +11.2% |
| YTD | +5.7% | +2.8% | +2.9% | +1.9% |
| 1Y | +10.2% | +10.6% | -0.4% | +1.7% |
| 3Y | +63.4% | +55.1% | +8.4% | +23.4% |
| 5Y | +133.0% | +91.7% | +41.3% | +54.2% |
| 10Y | +299.5% | +181.2% | +118.3% | +112.6% |
| All | +3,641.4% | +1,076.7% | +2,564.6% | +940.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling