-20.9%
AFRM vs BB
-30.6%
+9.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | -5.6% | -1.3% | -3.1% |
| 30D | -7.8% | -11.8% | +4.0% | -0.2% |
| 3M | +5.3% | -25.5% | +30.8% | +21.2% |
| 6M | +42.6% | +121.3% | -78.6% | -36.1% |
| YTD | -2.8% | +103.2% | -106.0% | -53.2% |
| 1Y | -19.3% | +102.6% | -121.9% | -62.8% |
| 3Y | +231.0% | +37.5% | +193.5% | +75.8% |
| All | -20.9% | -30.6% | +9.6% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling