+37.5%
NVTS vs AFL
+62.4%
-24.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.6% | -4.0% |
| 7D | +0.5% | -3.3% | +3.7% | -1.1% |
| 30D | -18.0% | -5.0% | -13.0% | -19.8% |
| 3M | -45.6% | -1.8% | -43.8% | -45.9% |
| 6M | +28.5% | +4.8% | +23.6% | +30.4% |
| YTD | +56.2% | +5.4% | +50.7% | +59.0% |
| 1Y | +97.7% | +9.0% | +88.7% | +103.5% |
| All | +37.5% | +62.4% | -24.9% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling