+1,335.7%
BP vs AFL
+18,874.7%
-17,539.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | +7.6% | -6.2% | +13.8% | +9.5% |
| 3M | +0.7% | +2.2% | -1.5% | -0.1% |
| 6M | +15.5% | +5.3% | +10.2% | +13.4% |
| YTD | +30.8% | +8.0% | +22.9% | +27.3% |
| 1Y | +34.3% | +10.2% | +24.1% | +29.8% |
| 3Y | +35.1% | +67.1% | -32.0% | +14.2% |
| 5Y | +126.8% | +135.6% | -8.8% | +73.4% |
| 10Y | +123.4% | +299.4% | -176.0% | +48.8% |
| All | +1,335.7% | +18,874.7% | -17,539.0% | +497.6% |
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 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