+18,807.2%
AFL vs SMTC
+69,284.5%
-50,477.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.0% | -11.7% | -2.7% |
| 7D | -0.7% | +22.9% | -23.7% | -2.7% |
| 30D | -7.1% | +16.6% | -23.8% | -8.8% |
| 3M | +0.4% | +2.4% | -2.0% | -1.1% |
| 6M | +4.5% | +98.3% | -93.7% | -4.3% |
| YTD | +6.1% | +120.7% | -114.6% | -4.2% |
| 1Y | +10.6% | +168.3% | -157.7% | -2.5% |
| 3Y | +64.0% | +571.7% | -507.7% | +24.1% |
| 5Y | +133.7% | +114.0% | +19.7% | +94.6% |
| 10Y | +298.0% | +497.0% | -199.0% | +193.2% |
| All | +18,807.2% | +69,284.5% | -50,477.3% | +9,794.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling