+229.9%
AFRM vs BURL
+63.9%
+166.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.0% |
| 7D | -7.0% | -2.8% | -4.2% | -5.7% |
| 30D | -7.8% | -28.2% | +20.4% | +9.1% |
| 3M | +5.3% | -17.6% | +22.9% | +15.3% |
| 6M | +42.6% | -11.8% | +54.4% | +48.5% |
| YTD | -2.8% | -8.1% | +5.3% | -1.2% |
| 1Y | -19.3% | -12.0% | -7.4% | -17.4% |
| All | +229.9% | +63.9% | +166.0% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling