+2,252.4%
STM vs AFL
+7,244.8%
-4,992.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | -1.4% | -1.6% | +0.2% | -0.7% |
| 30D | -4.9% | -4.0% | -0.9% | -3.3% |
| 3M | -34.0% | -0.5% | -33.5% | -34.3% |
| 6M | +51.8% | +6.5% | +45.3% | +46.1% |
| YTD | +99.4% | +6.2% | +93.2% | +91.4% |
| 1Y | +99.1% | +8.3% | +90.8% | +88.9% |
| 3Y | +19.5% | +62.5% | -43.1% | -6.9% |
| 5Y | +19.5% | +136.2% | -116.7% | -21.5% |
| 10Y | +663.9% | +301.4% | +362.5% | +294.1% |
| All | +2,252.4% | +7,244.8% | -4,992.4% | +302.6% |
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