-19.3%
AFRM vs BRKR
+100.6%
-119.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | -7.0% | +2.5% | -9.4% | -7.6% |
| 30D | -7.8% | +11.5% | -19.3% | -11.0% |
| 3M | +5.3% | -2.4% | +7.7% | +3.5% |
| 6M | +42.6% | +52.3% | -9.7% | +14.4% |
| YTD | -2.8% | +24.5% | -27.3% | -15.0% |
| 1Y | -19.3% | +97.3% | -116.7% | -34.4% |
| All | -19.3% | +100.6% | -119.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling