+72.5%
SMR vs AFL
+62.4%
+10.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | +4.7% | -3.3% | +8.0% | +5.0% |
| 30D | +3.2% | -5.0% | +8.2% | +3.6% |
| 3M | +9.9% | -1.8% | +11.7% | +9.2% |
| 6M | -15.1% | +4.8% | -20.0% | -17.8% |
| YTD | -27.9% | +5.4% | -33.4% | -30.7% |
| 1Y | -70.2% | +9.0% | -79.2% | -72.0% |
| All | +72.5% | +62.4% | +10.1% | +18.1% |
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