+133.7%
AFL vs BUD
+45.2%
+88.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -7.1% | -4.8% | -2.3% | -5.9% |
| 3M | +0.4% | +1.4% | -0.9% | -0.1% |
| 6M | +4.5% | +9.9% | -5.3% | +1.2% |
| YTD | +6.1% | +26.3% | -20.3% | -1.8% |
| 1Y | +10.6% | +36.1% | -25.6% | -0.1% |
| 3Y | +64.0% | +48.6% | +15.4% | +41.6% |
| 5Y | +133.7% | +45.0% | +88.7% | +101.6% |
| All | +133.7% | +45.2% | +88.6% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling