+61.2%
BROS vs AFL
+62.4%
-1.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | -6.1% | -3.3% | -2.8% | -5.2% |
| 30D | -12.4% | -5.0% | -7.4% | -11.3% |
| 3M | -27.9% | -1.8% | -26.2% | -27.7% |
| 6M | -16.8% | +4.8% | -21.6% | -18.4% |
| YTD | -29.0% | +5.4% | -34.5% | -30.7% |
| 1Y | -33.2% | +9.0% | -42.2% | -35.7% |
| All | +61.2% | +62.4% | -1.1% | +30.9% |
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