+8,073.8%
AFL vs BWA
+3,492.4%
+4,581.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -2.0% |
| 7D | +0.6% | +5.7% | -5.1% | -1.5% |
| 30D | -6.2% | +1.4% | -7.6% | -7.0% |
| 3M | +2.2% | -12.1% | +14.3% | +6.0% |
| 6M | +5.3% | +28.6% | -23.3% | -6.6% |
| YTD | +8.0% | +51.1% | -43.1% | -11.6% |
| 1Y | +10.2% | +55.9% | -45.6% | -11.2% |
| 3Y | +67.1% | +70.1% | -3.1% | +24.7% |
| 5Y | +135.6% | +90.7% | +44.9% | +62.3% |
| 10Y | +299.4% | +154.0% | +145.4% | +126.1% |
| All | +8,073.8% | +3,492.4% | +4,581.5% | +2,000.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling