+1,308.9%
AFL vs BRKR
+172.5%
+1,136.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.7% |
| 7D | -1.6% | -8.7% | +7.0% | -0.3% |
| 30D | -4.0% | -9.9% | +5.8% | -2.7% |
| 3M | -0.5% | -3.1% | +2.6% | -1.1% |
| 6M | +6.5% | +45.5% | -39.0% | -1.5% |
| YTD | +6.2% | +13.7% | -7.5% | +1.6% |
| 1Y | +8.3% | +67.4% | -59.1% | -3.2% |
| 3Y | +62.5% | -13.2% | +75.8% | +56.3% |
| 5Y | +136.2% | -39.5% | +175.6% | +137.0% |
| 10Y | +301.4% | +153.5% | +147.9% | +216.9% |
| All | +1,308.9% | +172.5% | +1,136.4% | +780.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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