-24.9%
AFRM vs BTI
+122.8%
-147.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.1% |
| 7D | -7.0% | -1.4% | -5.6% | -6.4% |
| 30D | -7.8% | -6.6% | -1.2% | -5.1% |
| 3M | +5.3% | -3.0% | +8.3% | +5.5% |
| 6M | +42.6% | -6.7% | +49.3% | +44.7% |
| YTD | -2.8% | +0.6% | -3.4% | -6.0% |
| 1Y | -19.3% | +5.6% | -24.9% | -24.4% |
| 3Y | +231.0% | +110.3% | +120.6% | +93.3% |
| 5Y | -22.2% | +114.3% | -136.5% | -53.5% |
| All | -24.9% | +122.8% | -147.7% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling