+39.1%
BP vs AFL
+62.8%
-23.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +4.0% | -2.1% | +6.1% | +4.3% |
| 30D | +7.8% | -5.4% | +13.3% | +8.8% |
| 3M | +8.4% | -0.3% | +8.6% | +8.2% |
| 6M | +15.1% | +5.2% | +9.9% | +13.8% |
| YTD | +36.4% | +5.7% | +30.7% | +34.4% |
| 1Y | +40.9% | +10.2% | +30.7% | +37.5% |
| All | +39.1% | +62.8% | -23.7% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling