+295.8%
AFL vs BTG
+159.3%
+136.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.6% | -3.8% | +2.1% | -1.4% |
| 30D | -4.0% | +3.6% | -7.7% | -4.3% |
| 3M | -0.5% | +32.0% | -32.5% | -2.3% |
| 6M | +6.5% | +3.4% | +3.2% | +5.8% |
| YTD | +6.2% | +20.8% | -14.6% | +4.0% |
| 1Y | +8.3% | +22.4% | -14.1% | +5.5% |
| 3Y | +62.5% | +91.7% | -29.2% | +51.3% |
| 5Y | +136.2% | +79.0% | +57.2% | +119.1% |
| All | +295.8% | +159.3% | +136.6% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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