-29.3%
AFRM vs BR
+20.0%
-49.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.1% |
| 7D | -8.0% | -5.0% | -3.0% | -2.1% |
| 30D | -9.8% | -2.5% | -7.3% | -7.1% |
| 3M | +4.7% | +13.5% | -8.8% | -13.4% |
| 6M | +34.1% | -9.4% | +43.5% | +49.1% |
| YTD | -8.4% | -23.3% | +14.8% | +26.5% |
| 1Y | -22.9% | -31.6% | +8.7% | +25.2% |
| 3Y | +203.3% | -5.1% | +208.4% | +189.6% |
| 5Y | -26.0% | +8.2% | -34.2% | -48.2% |
| All | -29.3% | +20.0% | -49.3% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling