+10.2%
AFL vs SMTC
+154.8%
-144.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -0.8% |
| 7D | +0.6% | +12.7% | -12.2% | +0.9% |
| 30D | -6.2% | +22.0% | -28.2% | -5.5% |
| 3M | +2.2% | -12.7% | +14.8% | +2.4% |
| 6M | +5.3% | +64.8% | -59.5% | +4.9% |
| YTD | +8.0% | +100.7% | -92.7% | +8.3% |
| 1Y | +10.2% | +146.9% | -136.7% | +10.9% |
| All | +10.2% | +154.8% | -144.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling