-56.0%
AFRM vs BUD
+51.6%
-107.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.9% |
| 7D | -4.4% | +1.0% | -5.4% | -5.2% |
| 30D | -7.7% | +6.7% | -14.3% | -12.3% |
| 3M | -16.9% | +5.7% | -22.6% | -20.5% |
| 6M | +2.5% | +5.8% | -3.3% | -3.0% |
| YTD | -12.5% | +34.4% | -46.9% | -33.7% |
| 1Y | -11.0% | +33.3% | -44.3% | -32.3% |
| 3Y | +184.6% | +48.8% | +135.8% | +81.8% |
| All | -56.0% | +51.6% | -107.6% | -74.8% |
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