+220.9%
AFRM vs BUD
+51.6%
+169.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.8% | -9.7% | -8.4% |
| 7D | -6.9% | +7.1% | -14.1% | -8.9% |
| 30D | -7.0% | +12.7% | -19.6% | -10.4% |
| 3M | -11.2% | 0.0% | -11.3% | -11.5% |
| 6M | +4.3% | +7.6% | -3.3% | +1.4% |
| YTD | -6.4% | +35.0% | -41.4% | -17.6% |
| 1Y | -2.6% | +37.6% | -40.2% | -15.1% |
| All | +220.9% | +51.6% | +169.3% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling