-16.6%
AFRM vs BTI
+15.9%
-32.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.5% | -3.2% | -2.2% | -5.4% |
| 30D | -15.5% | +9.7% | -25.2% | -15.1% |
| 3M | -10.3% | +11.1% | -21.4% | -9.9% |
| 6M | +0.6% | -1.2% | +1.8% | +0.8% |
| YTD | -11.5% | +12.7% | -24.2% | -12.2% |
| 1Y | -16.6% | +15.8% | -32.4% | -20.0% |
| All | -16.6% | +15.9% | -32.5% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling