+91.3%
NVTS vs AFL
+9.8%
+81.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +5.2% |
| 7D | -1.4% | -1.6% | +0.2% | -3.5% |
| 30D | -16.5% | -4.0% | -12.5% | -20.5% |
| 3M | -47.6% | -0.5% | -47.1% | -47.9% |
| 6M | +7.3% | +6.5% | +0.8% | +11.9% |
| YTD | +62.9% | +6.2% | +56.7% | +69.8% |
| 1Y | +91.3% | +8.3% | +83.0% | +107.3% |
| All | +91.3% | +9.8% | +81.5% | +107.3% |
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