-45.0%
AFRM vs BRO
+17.6%
-62.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -8.5% | -8.6% | +0.1% | -0.7% |
| 30D | -11.4% | -6.9% | -4.4% | -5.4% |
| 3M | +8.2% | +10.5% | -2.2% | -4.1% |
| 6M | +36.6% | -2.8% | +39.4% | +35.7% |
| YTD | -8.7% | -16.1% | +7.5% | +4.4% |
| 1Y | -19.9% | -27.6% | +7.7% | +5.9% |
| 3Y | +202.6% | -7.3% | +209.9% | +146.4% |
| 5Y | -45.0% | +19.0% | -64.0% | -67.9% |
| All | -45.0% | +17.6% | -62.7% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling