+754.9%
AFL vs BIDU
+1,294.4%
-539.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.7% |
| 30D | -5.4% | -16.0% | +10.5% | -2.7% |
| 3M | -0.3% | -24.0% | +23.8% | +4.2% |
| 6M | +5.2% | -24.9% | +30.1% | +9.2% |
| YTD | +5.7% | -29.6% | +35.2% | +10.3% |
| 1Y | +10.2% | -15.2% | +25.4% | +9.8% |
| 3Y | +63.4% | -32.2% | +95.6% | +64.6% |
| 5Y | +133.0% | -43.8% | +176.8% | +126.1% |
| 10Y | +299.5% | -49.5% | +349.0% | +261.3% |
| All | +754.9% | +1,294.4% | -539.5% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling