+61.8%
AFL vs BB
+66.7%
-4.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.3% |
| 7D | -2.1% | +1.8% | -4.0% | -2.2% |
| 30D | -5.4% | -12.2% | +6.8% | -5.2% |
| 3M | -0.3% | -12.3% | +12.1% | -0.3% |
| 6M | +5.2% | +122.7% | -117.5% | +2.0% |
| YTD | +5.7% | +104.5% | -98.8% | +2.7% |
| 1Y | +10.2% | +106.7% | -96.4% | +6.8% |
| All | +61.8% | +66.7% | -4.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling