+14.9%
BTDR vs AFL
+63.5%
-48.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | -3.4% | -1.6% | -1.7% | -3.2% |
| 30D | +32.6% | -4.0% | +36.6% | +33.2% |
| 3M | -32.2% | -0.5% | -31.7% | -32.8% |
| 6M | +52.4% | +6.5% | +45.8% | +46.5% |
| YTD | +6.7% | +6.2% | +0.5% | +2.0% |
| 1Y | -15.2% | +8.3% | -23.5% | -20.2% |
| 3Y | +14.9% | +62.5% | -47.7% | +13.0% |
| All | +14.9% | +63.5% | -48.6% | +13.0% |
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