+1,470.0%
BA vs AFL
+20,401.2%
-18,931.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.2% |
| 7D | 0.0% | +2.1% | -2.1% | -0.7% |
| 30D | -8.9% | +10.6% | -19.5% | -12.3% |
| 3M | -25.5% | +4.4% | -29.9% | -26.8% |
| 6M | -27.0% | +13.1% | -40.1% | -30.6% |
| YTD | -20.1% | +16.6% | -36.8% | -25.2% |
| 1Y | -11.0% | +13.8% | -24.8% | -15.9% |
| 3Y | -11.8% | +65.7% | -77.5% | -28.5% |
| 5Y | -20.6% | +153.1% | -173.8% | -44.8% |
| 10Y | +26.6% | +335.9% | -309.2% | -23.5% |
| All | +1,470.0% | +20,401.2% | -18,931.3% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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