-2.7%
SMCI vs AFL
+11.7%
-14.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +3.3% |
| 7D | +6.8% | +0.6% | +6.2% | +7.6% |
| 30D | +30.6% | -6.2% | +36.8% | +21.2% |
| 3M | -15.6% | +2.2% | -17.8% | -12.0% |
| 6M | +21.3% | +5.3% | +16.0% | +26.2% |
| YTD | +35.3% | +8.0% | +27.3% | +45.4% |
| 1Y | -2.7% | +10.2% | -13.0% | +10.0% |
| All | -2.7% | +11.7% | -14.4% | +10.0% |
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