-69.4%
BTDR vs AFL
+18.6%
-88.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.7% | -4.4% |
| 7D | -17.6% | +2.9% | -20.5% | -14.3% |
| 30D | -40.3% | +11.5% | -51.8% | -31.2% |
| 3M | -42.6% | +0.6% | -43.2% | -41.2% |
| 6M | -46.3% | +11.7% | -58.0% | -38.9% |
| YTD | -41.7% | +15.4% | -57.2% | -36.0% |
| 1Y | -69.4% | +17.6% | -87.0% | -66.6% |
| All | -69.4% | +18.6% | -88.0% | -66.6% |
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 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