-29.4%
AFRM vs BUD
+33.8%
-63.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -1.0% |
| 7D | -7.5% | +1.3% | -8.9% | -8.4% |
| 30D | -15.7% | +10.0% | -25.7% | -21.0% |
| 3M | -9.6% | +1.6% | -11.2% | -10.8% |
| 6M | +6.3% | +6.5% | -0.2% | +1.0% |
| YTD | -8.6% | +34.8% | -43.4% | -28.1% |
| 1Y | -7.6% | +36.5% | -44.1% | -28.2% |
| 3Y | +173.7% | +49.0% | +124.7% | +89.4% |
| 5Y | -56.9% | +51.7% | -108.6% | -71.9% |
| All | -29.4% | +33.8% | -63.2% | -50.7% |
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