-29.3%
AFRM vs BURL
-5.5%
-23.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.2% |
| 7D | -7.3% | +4.1% | -11.4% | -9.6% |
| 30D | -9.6% | -9.5% | -0.1% | -3.8% |
| 3M | -11.1% | -33.5% | +22.5% | +13.8% |
| 6M | +3.9% | -22.1% | +25.9% | +17.0% |
| YTD | -8.5% | -14.6% | +6.1% | -3.3% |
| 1Y | +3.3% | -8.4% | +11.6% | +1.7% |
| 3Y | +213.7% | +86.6% | +127.2% | +73.6% |
| 5Y | -58.5% | -17.2% | -41.4% | -68.6% |
| All | -29.3% | -5.5% | -23.8% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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