-29.6%
AFRM vs BTI
+149.6%
-179.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -10.3% | -3.0% | -7.2% | -9.1% |
| 30D | -13.7% | +9.8% | -23.5% | -17.2% |
| 3M | -11.6% | +9.2% | -20.7% | -15.0% |
| 6M | +2.1% | +4.0% | -2.0% | -1.0% |
| YTD | -8.9% | +12.7% | -21.5% | -16.3% |
| 1Y | -9.7% | +15.9% | -25.7% | -18.4% |
| 3Y | +202.5% | +148.9% | +53.5% | +62.2% |
| 5Y | -55.3% | +152.8% | -208.1% | -75.1% |
| All | -29.6% | +149.6% | -179.2% | -60.4% |
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