-29.4%
AFRM vs BTI
+145.7%
-175.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -7.5% | -2.9% | -4.6% | -6.3% |
| 30D | -15.7% | +8.3% | -24.0% | -18.6% |
| 3M | -9.6% | +2.9% | -12.5% | -10.9% |
| 6M | +6.3% | +6.2% | +0.1% | +2.0% |
| YTD | -8.6% | +10.9% | -19.5% | -15.4% |
| 1Y | -7.6% | +16.6% | -24.2% | -16.9% |
| 3Y | +173.7% | +142.2% | +31.4% | +48.9% |
| 5Y | -56.9% | +151.3% | -208.2% | -75.9% |
| All | -29.4% | +145.7% | -175.1% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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