+148.2%
AFL vs BWA
+27.4%
+120.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.9% | +4.3% | -1.4% | +2.1% |
| 30D | +8.0% | -13.0% | +21.0% | +10.3% |
| 3M | +5.9% | -24.8% | +30.7% | +10.7% |
| 6M | +11.6% | -23.5% | +35.1% | +15.6% |
| YTD | +17.5% | +13.8% | +3.7% | +10.1% |
| 1Y | +13.3% | +13.4% | -0.2% | +6.0% |
| 3Y | +67.0% | +62.8% | +4.3% | +38.9% |
| All | +148.2% | +27.4% | +120.8% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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