+19.7%
BROS vs AFL
+137.4%
-117.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -5.8% | -1.6% | -4.1% | -5.1% |
| 30D | -14.0% | -4.0% | -9.9% | -12.5% |
| 3M | -32.5% | -0.5% | -32.0% | -32.5% |
| 6M | -14.9% | +6.5% | -21.4% | -18.0% |
| YTD | -28.3% | +6.2% | -34.5% | -31.0% |
| 1Y | -34.0% | +8.3% | -42.3% | -37.3% |
| 3Y | +63.0% | +62.5% | +0.4% | +21.3% |
| All | +19.7% | +137.4% | -117.7% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling