+36.5%
AFRM vs BIYA
-99.9%
+136.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | -7.3% | -10.5% | +3.2% | -7.4% |
| 30D | -9.6% | -51.7% | +42.2% | -10.2% |
| 3M | -11.1% | -60.8% | +49.7% | -11.7% |
| 6M | +3.9% | -90.6% | +94.5% | +3.5% |
| YTD | -8.5% | -97.1% | +88.6% | -6.7% |
| 1Y | +3.3% | -99.1% | +102.3% | +6.4% |
| All | +36.5% | -99.9% | +136.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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