+75.0%
AFRM vs BTSG
+406.1%
-331.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -7.0% | +2.7% | -9.7% | -7.9% |
| 30D | -7.8% | -3.6% | -4.2% | -6.9% |
| 3M | +5.3% | +5.8% | -0.5% | +1.0% |
| 6M | +42.6% | +44.7% | -2.1% | +19.5% |
| YTD | -2.8% | +62.2% | -65.0% | -22.8% |
| 1Y | -19.3% | +152.1% | -171.4% | -47.0% |
| All | +75.0% | +406.1% | -331.1% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling