+795.1%
BKNG vs AFL
+1,423.7%
-628.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -10.7% | -3.3% | -7.4% | -9.4% |
| 30D | -18.1% | -5.0% | -13.1% | -16.4% |
| 3M | +8.5% | -1.8% | +10.3% | +9.2% |
| 6M | -0.1% | +4.8% | -4.9% | -2.2% |
| YTD | -18.2% | +5.4% | -23.7% | -20.2% |
| 1Y | -19.9% | +9.0% | -28.8% | -22.9% |
| 3Y | +41.6% | +63.0% | -21.4% | +13.8% |
| 5Y | +93.1% | +134.5% | -41.4% | +33.9% |
| 10Y | +214.8% | +298.6% | -83.8% | +75.0% |
| All | +795.1% | +1,423.7% | -628.6% | +181.9% |
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