+229.9%
AFRM vs BLDR
-55.3%
+285.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -4.0% |
| 7D | -7.0% | -2.8% | -4.1% | -5.4% |
| 30D | -7.8% | -13.3% | +5.5% | -0.3% |
| 3M | +5.3% | -12.3% | +17.6% | +12.0% |
| 6M | +42.6% | -31.5% | +74.1% | +73.3% |
| YTD | -2.8% | -36.1% | +33.3% | +21.1% |
| 1Y | -19.3% | -54.1% | +34.8% | +21.5% |
| All | +229.9% | -55.3% | +285.2% | +324.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling