-25.9%
AFRM vs BRO
+48.0%
-73.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.3% |
| 7D | -1.3% | -7.3% | +6.1% | +5.4% |
| 30D | -2.7% | -6.9% | +4.2% | +3.4% |
| 3M | +7.4% | +10.7% | -3.2% | -4.2% |
| 6M | +40.7% | -2.7% | +43.4% | +39.8% |
| YTD | -4.0% | -16.3% | +12.3% | +9.1% |
| 1Y | -12.2% | -29.1% | +16.8% | +16.9% |
| 3Y | +203.1% | -7.8% | +210.9% | +159.7% |
| 5Y | -42.2% | +18.7% | -61.0% | -59.2% |
| All | -25.9% | +48.0% | -73.8% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling