-25.2%
AFRM vs BBIO
+8.9%
-34.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +3.1% | -2.4% | +5.4% | +3.8% |
| 30D | -4.2% | -11.5% | +7.3% | -0.6% |
| 3M | +10.1% | +11.0% | -0.9% | +5.7% |
| 6M | +39.4% | +14.4% | +25.0% | +31.6% |
| YTD | -3.2% | -2.3% | -0.9% | -4.9% |
| 1Y | -16.1% | +37.7% | -53.8% | -27.0% |
| 3Y | +220.8% | +163.1% | +57.6% | +112.3% |
| 5Y | -17.7% | +49.5% | -67.2% | -66.3% |
| All | -25.2% | +8.9% | -34.1% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling