-27.7%
AFRM vs BUD
+34.0%
-61.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.8% | -9.7% | -9.0% |
| 7D | -6.9% | +7.1% | -14.1% | -11.0% |
| 30D | -7.0% | +12.7% | -19.6% | -14.1% |
| 3M | -11.2% | 0.0% | -11.3% | -11.6% |
| 6M | +4.3% | +7.6% | -3.3% | -1.8% |
| YTD | -6.4% | +35.0% | -41.4% | -26.4% |
| 1Y | -2.6% | +37.6% | -40.2% | -24.7% |
| 3Y | +210.6% | +51.5% | +159.0% | +111.9% |
| 5Y | -57.6% | +50.2% | -107.8% | -72.3% |
| All | -27.7% | +34.0% | -61.7% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling