+743.1%
SW vs AFL
+479.3%
+263.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +4.0% |
| 7D | +12.1% | +2.9% | +9.1% | +11.8% |
| 30D | +6.6% | +11.5% | -4.9% | +5.7% |
| 3M | -6.0% | +0.6% | -6.6% | -6.1% |
| 6M | +21.5% | +11.7% | +9.8% | +20.4% |
| YTD | +20.3% | +15.4% | +4.9% | +19.0% |
| 1Y | +28.1% | +17.6% | +10.6% | +26.5% |
| 3Y | +51.6% | +62.4% | -10.8% | +46.3% |
| 5Y | -0.1% | +151.9% | -152.0% | -6.6% |
| 10Y | +189.7% | +360.7% | -171.0% | +161.2% |
| All | +743.1% | +479.3% | +263.8% | +720.7% |
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