+221.8%
AFRM vs BDX
-6.9%
+228.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | -7.0% | -2.5% | -4.4% | -6.0% |
| 30D | -7.8% | +8.3% | -16.0% | -10.7% |
| 3M | +5.3% | +24.4% | -19.1% | -4.0% |
| 6M | +42.6% | +9.2% | +33.5% | +37.1% |
| YTD | -2.8% | +22.7% | -25.5% | -11.4% |
| 1Y | -19.3% | +25.9% | -45.2% | -27.4% |
| All | +221.8% | -6.9% | +228.8% | +206.3% |
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