+31.9%
AFRM vs BIYA
-99.9%
+131.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -3.0% |
| 7D | -5.5% | +10.0% | -15.5% | -5.4% |
| 30D | -15.5% | -17.7% | +2.2% | -15.6% |
| 3M | -10.3% | -55.0% | +44.7% | -10.8% |
| 6M | +0.6% | -85.1% | +85.8% | +0.4% |
| YTD | -11.5% | -96.9% | +85.3% | -9.8% |
| 1Y | -16.6% | -98.5% | +81.9% | -14.3% |
| All | +31.9% | -99.9% | +131.8% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling