+64.8%
AFRM vs BTSG
+459.6%
-394.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.9% |
| 7D | -7.3% | +0.4% | -7.7% | -7.4% |
| 30D | -9.6% | +5.3% | -14.8% | -11.6% |
| 3M | -11.1% | +10.8% | -21.9% | -15.3% |
| 6M | +3.9% | +27.3% | -23.5% | -8.2% |
| YTD | -8.5% | +79.3% | -87.8% | -30.4% |
| 1Y | +3.3% | +106.0% | -102.7% | -25.8% |
| All | +64.8% | +459.6% | -394.8% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling