-24.9%
AFRM vs BURL
+1.6%
-26.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.3% |
| 7D | -7.0% | -2.8% | -4.2% | -5.4% |
| 30D | -7.8% | -28.2% | +20.4% | +13.3% |
| 3M | +5.3% | -17.6% | +22.9% | +17.6% |
| 6M | +42.6% | -11.8% | +54.4% | +49.8% |
| YTD | -2.8% | -8.1% | +5.3% | -0.9% |
| 1Y | -19.3% | -12.0% | -7.4% | -17.6% |
| 3Y | +231.0% | +63.3% | +167.7% | +106.4% |
| 5Y | -22.2% | -10.8% | -11.4% | -43.1% |
| All | -24.9% | +1.6% | -26.5% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling