-25.9%
AFRM vs BDX
-2.4%
-23.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.6% |
| 7D | -1.3% | -3.2% | +1.9% | +0.4% |
| 30D | -2.7% | -2.5% | -0.1% | -1.3% |
| 3M | +7.4% | +21.4% | -14.0% | -3.8% |
| 6M | +40.7% | +10.4% | +30.2% | +32.8% |
| YTD | -4.0% | +18.8% | -22.9% | -13.7% |
| 1Y | -12.2% | +21.7% | -33.9% | -22.5% |
| 3Y | +203.1% | -10.0% | +213.0% | +214.3% |
| 5Y | -42.2% | -1.8% | -40.4% | -43.1% |
| All | -25.9% | -2.4% | -23.5% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling