+462.4%
AFL vs BTG
+385.9%
+76.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.5% |
| 7D | -2.1% | +2.4% | -4.5% | -2.3% |
| 30D | -5.4% | +9.5% | -14.9% | -5.9% |
| 3M | -0.3% | +38.5% | -38.8% | -2.3% |
| 6M | +5.2% | +5.6% | -0.4% | +4.3% |
| YTD | +5.7% | +23.9% | -18.3% | +3.6% |
| 1Y | +10.2% | +32.1% | -21.9% | +7.3% |
| 3Y | +63.4% | +103.2% | -39.8% | +53.6% |
| 5Y | +133.0% | +79.7% | +53.3% | +119.0% |
| 10Y | +299.5% | +159.1% | +140.4% | +259.1% |
| All | +462.4% | +385.9% | +76.6% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling