-34.8%
BROS vs AFL
+11.7%
-46.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -6.7% | +0.6% | -7.3% | -6.6% |
| 30D | -29.1% | -6.2% | -22.9% | -29.5% |
| 3M | -16.7% | +2.2% | -18.9% | -16.5% |
| 6M | -11.6% | +5.3% | -16.9% | -11.9% |
| YTD | -23.9% | +8.0% | -31.9% | -24.4% |
| 1Y | -34.8% | +10.2% | -45.0% | -37.7% |
| All | -34.8% | +11.7% | -46.5% | -37.7% |
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