+980.0%
SMCI vs AFL
+133.8%
+846.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.3% |
| 7D | +1.3% | -1.6% | +2.9% | +1.3% |
| 30D | +6.6% | -4.0% | +10.7% | +6.8% |
| 3M | +25.4% | -0.5% | +25.9% | +25.0% |
| 6M | +26.1% | +6.5% | +19.6% | +24.0% |
| YTD | +37.0% | +6.2% | +30.8% | +34.7% |
| 1Y | -8.8% | +8.3% | -17.0% | -10.9% |
| 3Y | +44.6% | +62.5% | -17.9% | +8.1% |
| All | +980.0% | +133.8% | +846.2% | +498.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling