+575.8%
SPMO vs AFL
+388.2%
+187.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.4% |
| 30D | +1.1% | -5.4% | +6.5% | +2.9% |
| 3M | +2.0% | -0.3% | +2.3% | +1.6% |
| 6M | +26.5% | +5.2% | +21.3% | +23.3% |
| YTD | +26.5% | +5.7% | +20.8% | +22.8% |
| 1Y | +27.9% | +10.2% | +17.7% | +22.0% |
| 3Y | +160.4% | +63.4% | +97.0% | +111.7% |
| 5Y | +151.5% | +133.0% | +18.5% | +78.0% |
| 10Y | +526.3% | +299.5% | +226.8% | +284.1% |
| All | +575.8% | +388.2% | +187.7% | +308.3% |
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