+25.1%
BROS vs AFL
+137.1%
-112.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -13.5% | -7.1% | -6.3% | -10.7% |
| 3M | -18.4% | +0.4% | -18.9% | -18.8% |
| 6M | -10.6% | +4.5% | -15.1% | -13.0% |
| YTD | -25.1% | +6.1% | -31.1% | -27.9% |
| 1Y | -28.6% | +10.6% | -39.2% | -32.9% |
| 3Y | +65.6% | +64.0% | +1.6% | +22.5% |
| All | +25.1% | +137.1% | -112.0% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling