-19.3%
AFRM vs BRO
-24.4%
+5.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -2.4% |
| 7D | -7.0% | -2.6% | -4.4% | -6.5% |
| 30D | -7.8% | +0.9% | -8.7% | -7.9% |
| 3M | +5.3% | +24.8% | -19.4% | +1.1% |
| 6M | +42.6% | -0.1% | +42.7% | +39.5% |
| YTD | -2.8% | -9.7% | +6.9% | -3.2% |
| 1Y | -19.3% | -24.5% | +5.2% | -24.6% |
| All | -19.3% | -24.4% | +5.1% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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