-10.8%
NVTS vs AFL
+18.6%
-29.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +10.3% |
| 7D | -0.3% | +2.9% | -3.2% | +3.5% |
| 30D | -24.4% | +11.5% | -35.9% | -12.2% |
| 3M | -26.5% | +0.6% | -27.1% | -24.8% |
| 6M | -41.4% | +11.7% | -53.1% | -33.3% |
| YTD | +30.7% | +15.4% | +15.3% | +50.7% |
| 1Y | -10.8% | +17.6% | -28.4% | +9.2% |
| All | -10.8% | +18.6% | -29.4% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling