-20.3%
BROS vs AFL
+18.6%
-38.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +1.0% |
| 7D | +2.5% | +2.9% | -0.4% | +2.5% |
| 30D | +15.1% | +11.5% | +3.6% | +15.4% |
| 3M | -31.4% | +0.6% | -32.0% | -32.0% |
| 6M | -22.6% | +11.7% | -34.3% | -22.0% |
| YTD | -28.1% | +15.4% | -43.5% | -28.3% |
| 1Y | -20.3% | +17.6% | -37.8% | -21.2% |
| All | -20.3% | +18.6% | -38.9% | -21.2% |
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