-17.7%
AFRM vs BDX
-1.5%
-16.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +1.4% |
| 7D | +3.1% | -4.3% | +7.3% | +5.7% |
| 30D | -4.2% | +1.3% | -5.5% | -4.9% |
| 3M | +10.1% | +20.2% | -10.1% | -1.7% |
| 6M | +39.4% | +8.6% | +30.8% | +32.3% |
| YTD | -3.2% | +19.0% | -22.1% | -13.8% |
| 1Y | -16.1% | +21.2% | -37.2% | -26.5% |
| 3Y | +220.8% | -9.7% | +230.5% | +236.2% |
| 5Y | -17.7% | -3.4% | -14.3% | -9.9% |
| All | -17.7% | -1.5% | -16.2% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling