+62.5%
AFL vs BR
-5.3%
+67.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.6% | -3.0% | +1.3% | -0.7% |
| 30D | -4.0% | -0.3% | -3.7% | -4.1% |
| 3M | -0.5% | +17.3% | -17.8% | -6.3% |
| 6M | +6.5% | -6.7% | +13.2% | +9.1% |
| YTD | +6.2% | -23.4% | +29.6% | +18.6% |
| 1Y | +8.3% | -32.7% | +40.9% | +29.0% |
| 3Y | +62.5% | -5.9% | +68.4% | +64.8% |
| All | +62.5% | -5.3% | +67.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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