-56.0%
AFRM vs BN
+31.1%
-87.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | +1.4% |
| 7D | -4.4% | -1.0% | -3.4% | -3.2% |
| 30D | -7.7% | +14.0% | -21.6% | -25.3% |
| 3M | -16.9% | -9.0% | -7.9% | -4.6% |
| 6M | +2.5% | -8.8% | +11.3% | +16.7% |
| YTD | -12.5% | -10.3% | -2.3% | -0.5% |
| 1Y | -11.0% | -5.8% | -5.2% | -6.7% |
| 3Y | +184.6% | +94.8% | +89.8% | -16.8% |
| All | -56.0% | +31.1% | -87.1% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling