-29.4%
AFRM vs BN
+117.7%
-147.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -4.0% | -5.7% |
| 7D | -7.5% | +3.6% | -11.2% | -12.4% |
| 30D | -15.7% | +15.9% | -31.6% | -32.3% |
| 3M | -9.6% | -2.3% | -7.3% | -6.9% |
| 6M | +6.3% | -8.4% | +14.7% | +19.6% |
| YTD | -8.6% | -5.9% | -2.7% | -3.2% |
| 1Y | -7.6% | -5.6% | -2.0% | -2.7% |
| 3Y | +173.7% | +104.2% | +69.4% | -12.4% |
| 5Y | -56.9% | +35.5% | -92.4% | -73.0% |
| All | -29.4% | +117.7% | -147.1% | -63.9% |
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