-9.7%
AFRM vs BTSG
+116.3%
-126.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -10.3% | +4.0% | -14.3% | -11.2% |
| 30D | -13.7% | +15.3% | -29.0% | -17.3% |
| 3M | -11.6% | +25.4% | -37.0% | -17.7% |
| 6M | +2.1% | +31.9% | -29.8% | -9.9% |
| YTD | -8.9% | +93.9% | -102.8% | -31.9% |
| 1Y | -9.7% | +114.2% | -123.9% | -36.5% |
| All | -9.7% | +116.3% | -126.0% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling