-29.6%
AFRM vs BN
+113.0%
-142.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +4.0% |
| 7D | -10.3% | -2.4% | -7.8% | -7.1% |
| 30D | -13.7% | +13.5% | -27.2% | -28.7% |
| 3M | -11.6% | -5.9% | -5.6% | -3.8% |
| 6M | +2.1% | -8.9% | +11.0% | +15.9% |
| YTD | -8.9% | -7.9% | -1.0% | -0.5% |
| 1Y | -9.7% | -8.3% | -1.4% | -0.8% |
| 3Y | +202.5% | +100.8% | +101.7% | -0.9% |
| 5Y | -55.3% | +38.2% | -93.5% | -71.8% |
| All | -29.6% | +113.0% | -142.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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