-24.9%
AFRM vs BR
+23.4%
-48.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.7% | +1.6% |
| 7D | -7.0% | -5.3% | -1.7% | -0.5% |
| 30D | -7.8% | +6.4% | -14.2% | -15.0% |
| 3M | +5.3% | +13.6% | -8.3% | -12.7% |
| 6M | +42.6% | -6.7% | +49.4% | +52.3% |
| YTD | -2.8% | -21.1% | +18.3% | +29.7% |
| 1Y | -19.3% | -29.6% | +10.3% | +26.3% |
| 3Y | +231.0% | -2.4% | +233.3% | +205.2% |
| 5Y | -22.2% | +11.2% | -33.5% | -47.4% |
| All | -24.9% | +23.4% | -48.3% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling