+36.6%
BP vs AFL
+18.6%
+18.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.1% |
| 7D | -8.4% | +2.9% | -11.3% | -8.4% |
| 30D | +2.2% | +11.5% | -9.3% | +2.2% |
| 3M | +8.8% | +0.6% | +8.2% | +8.4% |
| 6M | -0.5% | +11.7% | -12.2% | -0.1% |
| YTD | +36.2% | +15.4% | +20.8% | +36.4% |
| 1Y | +36.6% | +17.6% | +19.0% | +37.1% |
| All | +36.6% | +18.6% | +18.0% | +37.1% |
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