-29.6%
AFRM vs BDX
+17.8%
-47.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.4% |
| 7D | -10.3% | +2.5% | -12.8% | -11.5% |
| 30D | -13.7% | +13.6% | -27.3% | -19.4% |
| 3M | -11.6% | +18.9% | -30.5% | -19.5% |
| 6M | +2.1% | +51.8% | -49.7% | -19.2% |
| YTD | -8.9% | +43.3% | -52.2% | -26.0% |
| 1Y | -9.7% | +48.0% | -57.7% | -28.1% |
| 3Y | +202.5% | +23.7% | +178.8% | +162.1% |
| 5Y | -55.3% | +24.9% | -80.2% | -60.0% |
| All | -29.6% | +17.8% | -47.4% | -41.0% |
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