+39.8%
BKNG vs AFL
+62.4%
-22.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -10.7% | -3.3% | -7.4% | -9.7% |
| 30D | -18.1% | -5.0% | -13.1% | -16.8% |
| 3M | +8.5% | -1.8% | +10.3% | +9.1% |
| 6M | -0.1% | +4.8% | -4.9% | -1.6% |
| YTD | -18.2% | +5.4% | -23.7% | -19.7% |
| 1Y | -19.9% | +9.0% | -28.8% | -22.0% |
| All | +39.8% | +62.4% | -22.5% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling