-9.7%
AFRM vs BN
-8.2%
-1.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.6% |
| 7D | -10.3% | -2.4% | -7.8% | -8.0% |
| 30D | -13.7% | +13.5% | -27.2% | -23.9% |
| 3M | -11.6% | -5.9% | -5.6% | -6.2% |
| 6M | +2.1% | -8.9% | +11.0% | +11.8% |
| YTD | -8.9% | -7.9% | -1.0% | -4.2% |
| 1Y | -9.7% | -8.3% | -1.4% | -4.5% |
| All | -9.7% | -8.2% | -1.5% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling