+64.9%
AFRM vs BTSG
+416.6%
-351.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -5.1% |
| 7D | -8.0% | +2.9% | -10.9% | -9.0% |
| 30D | -9.8% | +0.9% | -10.7% | -10.4% |
| 3M | +4.7% | +1.6% | +3.0% | +2.2% |
| 6M | +34.1% | +46.8% | -12.7% | +11.8% |
| YTD | -8.4% | +65.5% | -74.0% | -27.8% |
| 1Y | -22.9% | +136.2% | -159.2% | -47.8% |
| All | +64.9% | +416.6% | -351.7% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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