-58.3%
AFRM vs BR
+19.3%
-77.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | +0.1% |
| 7D | -7.3% | +6.5% | -13.8% | -14.9% |
| 30D | -9.6% | +18.9% | -28.5% | -28.7% |
| 3M | -11.1% | +16.3% | -27.3% | -28.5% |
| 6M | +3.9% | +26.2% | -22.3% | -28.2% |
| YTD | -8.5% | -13.1% | +4.6% | +9.1% |
| 1Y | +3.3% | -10.5% | +13.7% | +16.6% |
| 3Y | +213.7% | +13.3% | +200.4% | +112.4% |
| All | -58.3% | +19.3% | -77.6% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling