-29.3%
AFRM vs BEN
+67.1%
-96.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -7.9% |
| 7D | -7.3% | +6.6% | -13.9% | -14.4% |
| 30D | -9.6% | +3.8% | -13.4% | -13.7% |
| 3M | -11.1% | +0.2% | -11.3% | -11.7% |
| 6M | +3.9% | +10.4% | -6.6% | -9.3% |
| YTD | -8.5% | +46.2% | -54.7% | -43.9% |
| 1Y | +3.3% | +52.3% | -49.0% | -40.2% |
| 3Y | +213.7% | +65.9% | +147.8% | +60.0% |
| 5Y | -58.5% | +20.6% | -79.1% | -70.2% |
| All | -29.3% | +67.1% | -96.4% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 all: compounded portfolio wealth divided by compounded BEN 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…
all analysis · Full analysis span regression · 6 months rolling