-31.6%
AFRM vs BR
+37.7%
-69.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.4% |
| 7D | -8.4% | +5.0% | -13.4% | -13.9% |
| 30D | -18.3% | +16.6% | -34.9% | -32.9% |
| 3M | -12.7% | +12.0% | -24.7% | -25.0% |
| 6M | +3.0% | +30.7% | -27.7% | -29.9% |
| YTD | -11.4% | -11.9% | +0.5% | +2.1% |
| 1Y | -13.3% | -11.6% | -1.8% | -1.3% |
| 3Y | +194.0% | +15.0% | +179.0% | +112.9% |
| 5Y | -50.6% | +18.1% | -68.7% | -70.1% |
| All | -31.6% | +37.7% | -69.3% | -60.3% |
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