+5.9%
AFRM vs BRO
-3.8%
+9.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.2% | +0.8% | +4.1% |
| 7D | +3.1% | +12.2% | -9.1% | +0.6% |
| 30D | +1.1% | +21.3% | -20.1% | -3.6% |
| 3M | -3.2% | +4.1% | -7.3% | -4.6% |
| 6M | +12.7% | +28.9% | -16.2% | +5.0% |
| YTD | +1.6% | -6.6% | +8.1% | +2.8% |
| 1Y | +5.9% | -5.6% | +11.4% | +5.2% |
| All | +5.9% | -3.8% | +9.7% | +5.2% |
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