+251.0%
SPOT vs AFL
+222.4%
+28.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -6.5% | -2.1% | -4.4% | -6.0% |
| 30D | +2.2% | -5.4% | +7.6% | +3.6% |
| 3M | +5.4% | -0.3% | +5.6% | +5.4% |
| 6M | -4.0% | +5.2% | -9.2% | -5.4% |
| YTD | -9.9% | +5.7% | -15.6% | -11.4% |
| 1Y | -27.3% | +10.2% | -37.5% | -29.3% |
| 3Y | +236.4% | +63.4% | +173.0% | +195.9% |
| 5Y | +112.6% | +133.0% | -20.4% | +71.9% |
| All | +251.0% | +222.4% | +28.6% | +171.5% |
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 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