-13.6%
BKNG vs AFL
+18.6%
-32.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.8% | +9.5% |
| 7D | +15.6% | +2.9% | +12.7% | +14.5% |
| 30D | +8.0% | +11.5% | -3.5% | +4.4% |
| 3M | -11.8% | +0.6% | -12.4% | -12.2% |
| 6M | +3.8% | +11.7% | -7.9% | +0.3% |
| YTD | -19.6% | +15.4% | -35.0% | -22.2% |
| 1Y | -13.6% | +17.6% | -31.2% | -16.6% |
| All | -13.6% | +18.6% | -32.2% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling