+9.0%
AFL vs BUD
+33.5%
-24.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -3.3% | -3.2% | -0.1% | -2.9% |
| 30D | -5.0% | -3.7% | -1.3% | -4.5% |
| 3M | -1.8% | -4.4% | +2.7% | -1.2% |
| 6M | +4.8% | +7.7% | -2.9% | +3.5% |
| YTD | +5.4% | +23.1% | -17.6% | +1.2% |
| 1Y | +9.0% | +33.6% | -24.6% | +4.6% |
| All | +9.0% | +33.5% | -24.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling