+213.7%
AFRM vs BN
+90.6%
+123.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.1% |
| 7D | -7.3% | +5.3% | -12.6% | -13.6% |
| 30D | -9.6% | +11.9% | -21.5% | -21.9% |
| 3M | -11.1% | -5.7% | -5.3% | -4.0% |
| 6M | +3.9% | -10.6% | +14.5% | +19.6% |
| YTD | -8.5% | -9.4% | +0.9% | +2.0% |
| 1Y | +3.3% | -8.8% | +12.0% | +14.2% |
| 3Y | +213.7% | +95.6% | +118.1% | +10.9% |
| All | +213.7% | +90.6% | +123.1% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling