+1,137.7%
AFL vs BUD
+217.8%
+919.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.3% |
| 7D | +2.9% | +1.0% | +1.8% | +2.4% |
| 30D | +8.0% | +6.7% | +1.3% | +4.5% |
| 3M | +5.9% | +5.7% | +0.2% | +2.8% |
| 6M | +11.6% | +5.8% | +5.8% | +7.9% |
| YTD | +17.5% | +34.4% | -16.9% | +0.2% |
| 1Y | +13.3% | +33.3% | -20.0% | -3.1% |
| 3Y | +67.0% | +48.8% | +18.2% | +31.6% |
| 5Y | +150.6% | +52.5% | +98.1% | +89.5% |
| 10Y | +343.1% | -4.0% | +347.0% | +284.2% |
| All | +1,137.7% | +217.8% | +919.9% | +304.3% |
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