+171.6%
BKR vs AFL
+133.8%
+37.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -7.0% | -1.6% | -5.3% | -6.2% |
| 30D | -8.1% | -4.0% | -4.1% | -6.4% |
| 3M | -6.6% | -0.5% | -6.1% | -6.8% |
| 6M | +0.9% | +6.5% | -5.7% | -3.4% |
| YTD | +31.1% | +6.2% | +24.9% | +25.4% |
| 1Y | +27.7% | +8.3% | +19.4% | +20.4% |
| 3Y | +71.2% | +62.5% | +8.7% | +23.9% |
| All | +171.6% | +133.8% | +37.8% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling