-58.3%
AFRM vs BN
+29.3%
-87.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -0.8% |
| 7D | -7.3% | +5.3% | -12.6% | -14.9% |
| 30D | -9.6% | +11.9% | -21.5% | -24.2% |
| 3M | -11.1% | -5.7% | -5.3% | -3.0% |
| 6M | +3.9% | -10.6% | +14.5% | +22.0% |
| YTD | -8.5% | -9.4% | +0.9% | +2.8% |
| 1Y | +3.3% | -8.8% | +12.0% | +14.6% |
| 3Y | +213.7% | +95.6% | +118.1% | -7.3% |
| All | -58.3% | +29.3% | -87.6% | -72.7% |
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