-29.3%
AFRM vs BLDR
+56.7%
-86.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | +1.2% |
| 7D | -7.3% | -3.7% | -3.6% | -5.1% |
| 30D | -9.6% | +16.8% | -26.3% | -21.0% |
| 3M | -11.1% | -13.7% | +2.7% | -2.7% |
| 6M | +3.9% | -21.9% | +25.7% | +19.6% |
| YTD | -8.5% | -39.2% | +30.7% | +23.9% |
| 1Y | +3.3% | -42.6% | +45.9% | +45.7% |
| 3Y | +213.7% | -50.2% | +263.9% | +316.2% |
| 5Y | -58.5% | -7.0% | -51.5% | -70.8% |
| All | -29.3% | +56.7% | -86.1% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling