+1,036.8%
AFL vs BUD
+201.1%
+835.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -6.2% | -5.7% | -0.5% | -3.6% |
| 3M | +2.2% | +3.1% | -0.9% | +0.3% |
| 6M | +5.3% | +7.9% | -2.6% | +0.5% |
| YTD | +8.0% | +27.3% | -19.4% | -5.3% |
| 1Y | +10.2% | +37.8% | -27.6% | -7.2% |
| 3Y | +67.1% | +49.8% | +17.2% | +31.0% |
| 5Y | +135.6% | +43.8% | +91.8% | +82.8% |
| 10Y | +299.4% | -22.6% | +322.0% | +291.9% |
| All | +1,036.8% | +201.1% | +835.7% | +282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling