+755.0%
SW vs AFL
+441.9%
+313.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.3% |
| 7D | -5.1% | +0.6% | -5.7% | -5.1% |
| 30D | -4.6% | -6.2% | +1.6% | -4.2% |
| 3M | +9.4% | +2.2% | +7.2% | +9.1% |
| 6M | +3.5% | +5.3% | -1.8% | +3.0% |
| YTD | +22.0% | +8.0% | +14.1% | +21.2% |
| 1Y | +2.2% | +10.2% | -8.0% | +1.4% |
| 3Y | +19.6% | +67.1% | -47.5% | +15.2% |
| 5Y | -2.3% | +135.6% | -137.9% | -8.2% |
| 10Y | +181.4% | +299.4% | -118.0% | +155.4% |
| All | +755.0% | +441.9% | +313.1% | +736.4% |
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