+11.1%
SMR vs AFL
+110.5%
-99.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.7% | +17.0% | +15.7% |
| 7D | +21.4% | -0.7% | +22.1% | +21.5% |
| 30D | +13.8% | -7.1% | +21.0% | +15.9% |
| 3M | +3.9% | +0.4% | +3.5% | +2.6% |
| 6M | -4.2% | +4.5% | -8.7% | -7.4% |
| YTD | -21.1% | +6.1% | -27.2% | -24.6% |
| 1Y | -67.1% | +10.6% | -77.6% | -69.4% |
| 3Y | +88.9% | +64.0% | +24.8% | +44.7% |
| All | +11.1% | +110.5% | -99.4% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling