+149.2%
SNDK vs AFL
+5.9%
+143.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -1.8% |
| 7D | -6.1% | -1.6% | -4.5% | -9.7% |
| 30D | +21.5% | -4.0% | +25.5% | +10.2% |
| 3M | -13.2% | -0.5% | -12.7% | -12.7% |
| 6M | +149.2% | +6.5% | +142.7% | +156.1% |
| All | +149.2% | +5.9% | +143.3% | +156.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling