+18.4%
BROS vs AFL
+135.7%
-117.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | -6.1% | -3.3% | -2.8% | -4.7% |
| 30D | -12.4% | -5.0% | -7.4% | -10.5% |
| 3M | -27.9% | -1.8% | -26.2% | -27.6% |
| 6M | -16.8% | +4.8% | -21.6% | -19.2% |
| YTD | -29.0% | +5.4% | -34.5% | -31.5% |
| 1Y | -33.2% | +9.0% | -42.2% | -36.8% |
| 3Y | +56.8% | +63.0% | -6.3% | +16.3% |
| All | +18.4% | +135.7% | -117.3% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling