+319.5%
SN vs AFL
+73.4%
+246.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.7% |
| 7D | -9.3% | +0.6% | -9.9% | -9.5% |
| 30D | -4.8% | -6.2% | +1.4% | -2.9% |
| 3M | +40.4% | +2.2% | +38.2% | +39.0% |
| 6M | +50.9% | +5.3% | +45.7% | +47.5% |
| YTD | +54.9% | +8.0% | +47.0% | +49.6% |
| 1Y | +43.0% | +10.2% | +32.8% | +36.7% |
| 3Y | +391.8% | +67.1% | +324.8% | +354.2% |
| All | +319.5% | +73.4% | +246.1% | +299.1% |
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 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