+295.8%
AFL vs BIDU
-48.7%
+344.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.6% | -8.1% | +6.5% | -0.8% |
| 30D | -4.0% | -12.8% | +8.8% | -2.9% |
| 3M | -0.5% | -21.3% | +20.8% | +1.6% |
| 6M | +6.5% | -27.0% | +33.5% | +9.0% |
| YTD | +6.2% | -30.0% | +36.2% | +8.8% |
| 1Y | +8.3% | -18.3% | +26.5% | +8.3% |
| 3Y | +62.5% | -33.8% | +96.4% | +64.0% |
| 5Y | +136.2% | -44.3% | +180.5% | +134.2% |
| All | +295.8% | -48.7% | +344.5% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling