-20.9%
AFRM vs BUD
+46.3%
-67.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -7.0% | +0.3% | -7.2% | -7.1% |
| 30D | -7.8% | -5.7% | -2.1% | -4.0% |
| 3M | +5.3% | +3.1% | +2.2% | +2.4% |
| 6M | +42.6% | +7.9% | +34.8% | +33.0% |
| YTD | -2.8% | +27.3% | -30.1% | -22.0% |
| 1Y | -19.3% | +37.8% | -57.1% | -39.8% |
| 3Y | +231.0% | +49.8% | +181.1% | +114.6% |
| All | -20.9% | +46.3% | -67.3% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling