+5,194.5%
BDX vs AFL
+18,474.8%
-13,280.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | -3.6% | -2.1% | -1.4% | -3.1% |
| 30D | +0.7% | -5.4% | +6.1% | +1.8% |
| 3M | +19.0% | -0.3% | +19.2% | +19.0% |
| 6M | +10.8% | +5.2% | +5.6% | +9.6% |
| YTD | +20.1% | +5.7% | +14.5% | +18.7% |
| 1Y | +23.1% | +10.2% | +12.8% | +20.5% |
| 3Y | -8.8% | +63.4% | -72.2% | -17.5% |
| 5Y | -1.4% | +133.0% | -134.4% | -17.0% |
| 10Y | +60.5% | +299.5% | -239.0% | +18.9% |
| All | +5,194.5% | +18,474.8% | -13,280.3% | +1,440.2% |
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