+521.9%
BKR vs AFL
+18,431.1%
-17,909.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.4% | -6.6% |
| 7D | -6.7% | -3.3% | -3.4% | -5.4% |
| 30D | -8.3% | -5.0% | -3.4% | -6.6% |
| 3M | -5.4% | -1.8% | -3.6% | -5.0% |
| 6M | +0.8% | +4.8% | -4.0% | -1.6% |
| YTD | +31.8% | +5.4% | +26.4% | +28.2% |
| 1Y | +28.6% | +9.0% | +19.6% | +23.1% |
| 3Y | +71.2% | +63.0% | +8.2% | +38.9% |
| 5Y | +179.2% | +134.5% | +44.7% | +96.5% |
| 10Y | +124.0% | +298.6% | -174.6% | +32.2% |
| All | +521.9% | +18,431.1% | -17,909.2% | +84.9% |
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