+11.2%
SNPS vs AFL
+18.6%
-7.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | +0.5% |
| 7D | -3.9% | +2.9% | -6.8% | -2.6% |
| 30D | -5.2% | +11.5% | -16.7% | -0.4% |
| 3M | +14.6% | +0.6% | +14.0% | +16.8% |
| 6M | -6.9% | +11.7% | -18.6% | -2.3% |
| YTD | -1.4% | +15.4% | -16.8% | +4.3% |
| 1Y | +11.2% | +17.6% | -6.4% | +20.4% |
| All | +11.2% | +18.6% | -7.4% | +20.4% |
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