-34.6%
SNPS vs AFL
+11.7%
-46.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.8% |
| 7D | -11.0% | +0.6% | -11.6% | -10.8% |
| 30D | -1.7% | -6.2% | +4.4% | -4.4% |
| 3M | -20.4% | +2.2% | -22.5% | -19.3% |
| 6M | -8.6% | +5.3% | -13.9% | -7.4% |
| YTD | -16.2% | +8.0% | -24.1% | -12.8% |
| 1Y | -34.6% | +10.2% | -44.8% | -27.5% |
| All | -34.6% | +11.7% | -46.2% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling