+248.2%
AFRM vs BURL
+95.5%
+152.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.7% | -2.7% | +1.4% |
| 7D | +3.1% | +10.4% | -7.3% | -1.6% |
| 30D | +1.1% | -4.9% | +6.1% | +3.4% |
| 3M | -3.2% | -29.8% | +26.5% | +13.7% |
| 6M | +12.7% | -16.5% | +29.1% | +19.3% |
| YTD | +1.6% | -10.5% | +12.1% | +3.9% |
| 1Y | +5.9% | -5.3% | +11.2% | +3.4% |
| All | +248.2% | +95.5% | +152.6% | +181.7% |
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 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