+2,025.5%
STM vs AFL
+7,960.3%
-5,934.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +16.3% | +0.2% | +16.1% | +16.2% |
| 30D | -6.3% | +8.6% | -14.9% | -9.8% |
| 3M | -14.1% | +5.3% | -19.4% | -16.4% |
| 6M | -19.6% | +10.0% | -29.6% | -24.0% |
| YTD | +80.1% | +16.5% | +63.6% | +65.4% |
| 1Y | +95.4% | +12.7% | +82.7% | +81.9% |
| 3Y | +14.7% | +65.5% | -50.8% | -11.6% |
| 5Y | -5.4% | +148.5% | -153.9% | -39.4% |
| 10Y | +465.5% | +339.2% | +126.3% | +179.6% |
| All | +2,025.5% | +7,960.3% | -5,934.8% | +247.9% |
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