+9.7%
BKR vs AFL
+18.6%
-8.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.4% |
| 7D | -8.8% | +2.9% | -11.7% | -8.4% |
| 30D | -13.1% | +11.5% | -24.6% | -12.2% |
| 3M | -18.9% | +0.6% | -19.5% | -18.9% |
| 6M | -27.2% | +11.7% | -38.9% | -26.9% |
| YTD | +10.7% | +15.4% | -4.7% | +9.1% |
| 1Y | +9.7% | +17.6% | -7.9% | +8.3% |
| All | +9.7% | +18.6% | -8.9% | +8.3% |
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