+187.8%
AFRM vs BDX
+23.6%
+164.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -5.5% | +1.0% | -6.5% | -5.9% |
| 30D | -15.5% | +15.1% | -30.6% | -20.9% |
| 3M | -10.3% | +18.2% | -28.5% | -17.2% |
| 6M | +0.6% | +48.1% | -47.5% | -17.0% |
| YTD | -11.5% | +44.1% | -55.7% | -26.6% |
| 1Y | -16.6% | +46.4% | -63.0% | -31.5% |
| All | +187.8% | +23.6% | +164.1% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling