-4.6%
BA vs AFRM
+232.3%
-237.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.2% |
| 7D | +1.2% | -7.0% | +8.1% | +2.1% |
| 30D | -11.6% | -7.8% | -3.8% | -10.7% |
| 3M | -2.4% | +5.3% | -7.7% | -3.3% |
| 6M | -6.6% | +42.6% | -49.3% | -11.6% |
| YTD | -2.2% | -2.8% | +0.6% | -3.2% |
| 1Y | -8.0% | -19.3% | +11.3% | -7.3% |
| All | -4.6% | +232.3% | -237.0% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling