+213.7%
AFRM vs BB
+132.4%
+81.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.9% |
| 7D | -7.3% | +3.8% | -11.1% | -8.7% |
| 30D | -9.6% | -0.3% | -9.2% | -10.1% |
| 3M | -11.1% | -0.5% | -10.6% | -12.7% |
| 6M | +3.9% | +45.9% | -42.1% | -18.0% |
| YTD | -8.5% | +130.6% | -139.1% | -42.7% |
| 1Y | +3.3% | +89.2% | -85.9% | -29.5% |
| 3Y | +213.7% | +137.5% | +76.2% | +77.6% |
| All | +213.7% | +132.4% | +81.3% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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