+19.6%
BTDR vs AFL
+140.4%
-120.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -3.4% | -1.6% | -1.7% | -3.4% |
| 30D | +32.6% | -4.0% | +36.6% | +32.7% |
| 3M | -32.2% | -0.5% | -31.7% | -32.5% |
| 6M | +52.4% | +6.5% | +45.8% | +50.0% |
| YTD | +6.7% | +6.2% | +0.5% | +4.8% |
| 1Y | -15.2% | +8.3% | -23.5% | -17.2% |
| 3Y | +14.9% | +62.5% | -47.7% | +14.4% |
| 5Y | +20.8% | +136.2% | -115.4% | +23.7% |
| All | +19.6% | +140.4% | -120.8% | +24.6% |
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 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