-31.6%
AFRM vs BUD
+35.3%
-66.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.8% |
| 7D | -8.4% | +6.0% | -14.4% | -11.7% |
| 30D | -18.3% | +11.3% | -29.6% | -24.0% |
| 3M | -12.7% | +3.6% | -16.3% | -14.9% |
| 6M | +3.0% | +7.7% | -4.7% | -2.8% |
| YTD | -11.4% | +36.4% | -47.8% | -30.8% |
| 1Y | -13.3% | +37.8% | -51.2% | -33.1% |
| 3Y | +194.0% | +51.2% | +142.8% | +101.2% |
| 5Y | -50.6% | +53.4% | -104.0% | -68.0% |
| All | -31.6% | +35.3% | -66.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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