-32.4%
AFRM vs BTI
+153.0%
-185.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.7% |
| 7D | -4.4% | +1.6% | -6.0% | -5.1% |
| 30D | -7.7% | +9.2% | -16.9% | -11.1% |
| 3M | -16.9% | +9.6% | -26.5% | -20.3% |
| 6M | +2.5% | -2.4% | +4.9% | +3.0% |
| YTD | -12.5% | +14.2% | -26.8% | -20.1% |
| 1Y | -11.0% | +20.3% | -31.3% | -21.2% |
| 3Y | +184.6% | +147.4% | +37.2% | +53.5% |
| 5Y | -56.3% | +155.4% | -211.7% | -75.8% |
| All | -32.4% | +153.0% | -185.5% | -62.3% |
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