-25.2%
AFRM vs BLDR
+56.8%
-82.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +3.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | -4.2% | -16.2% | +12.0% | +9.3% |
| 3M | +10.1% | -14.4% | +24.5% | +20.9% |
| 6M | +39.4% | -32.8% | +72.2% | +82.1% |
| YTD | -3.2% | -39.2% | +36.0% | +33.6% |
| 1Y | -16.1% | -57.7% | +41.6% | +53.6% |
| 3Y | +220.8% | -55.3% | +276.0% | +385.0% |
| 5Y | -17.7% | +15.6% | -33.3% | -46.1% |
| All | -25.2% | +56.8% | -82.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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