-25.2%
AFRM vs BTI
+121.9%
-147.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +3.1% | -1.4% | +4.4% | +3.7% |
| 30D | -4.2% | -7.0% | +2.8% | -1.2% |
| 3M | +10.1% | -6.3% | +16.4% | +12.4% |
| 6M | +39.4% | -2.0% | +41.4% | +38.0% |
| YTD | -3.2% | +0.2% | -3.4% | -6.2% |
| 1Y | -16.1% | +3.8% | -19.9% | -20.6% |
| 3Y | +220.8% | +112.1% | +108.7% | +86.5% |
| 5Y | -17.7% | +113.6% | -131.3% | -50.7% |
| All | -25.2% | +121.9% | -147.1% | -55.7% |
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