-45.0%
AFRM vs BBIO
+40.9%
-86.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +1.2% |
| 7D | -8.5% | -3.9% | -4.6% | -7.4% |
| 30D | -11.4% | -13.4% | +2.0% | -7.5% |
| 3M | +8.2% | +7.6% | +0.7% | +4.9% |
| 6M | +36.6% | -2.4% | +39.1% | +36.2% |
| YTD | -8.7% | -5.2% | -3.4% | -9.5% |
| 1Y | -19.9% | +36.9% | -56.8% | -30.1% |
| 3Y | +202.6% | +155.2% | +47.4% | +103.2% |
| 5Y | -45.0% | +44.0% | -89.0% | -79.5% |
| All | -45.0% | +40.9% | -86.0% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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