-16.3%
BA vs AFRM
-25.1%
+8.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +1.1% | -7.3% | +8.4% | +2.0% |
| 30D | -7.9% | -9.6% | +1.6% | -7.0% |
| 3M | -25.3% | -11.1% | -14.3% | -24.5% |
| 6M | -24.6% | +3.9% | -28.4% | -25.4% |
| YTD | -20.1% | -8.5% | -11.6% | -20.4% |
| 1Y | -11.8% | +3.3% | -15.0% | -13.6% |
| 3Y | -10.1% | +213.7% | -223.9% | -27.2% |
| 5Y | -22.7% | -58.5% | +35.8% | -36.1% |
| All | -16.3% | -25.1% | +8.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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