-24.9%
AFRM vs BN
+103.8%
-128.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.2% |
| 7D | -7.0% | -2.5% | -4.5% | -3.4% |
| 30D | -7.8% | -9.5% | +1.7% | +6.8% |
| 3M | +5.3% | -10.4% | +15.7% | +23.2% |
| 6M | +42.6% | -6.4% | +49.0% | +55.4% |
| YTD | -2.8% | -11.9% | +9.1% | +14.0% |
| 1Y | -19.3% | -8.6% | -10.7% | -10.8% |
| 3Y | +231.0% | +77.6% | +153.4% | +33.2% |
| 5Y | -22.2% | +37.0% | -59.3% | -48.3% |
| All | -24.9% | +103.8% | -128.7% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling