-23.1%
BA vs AFRM
-57.5%
+34.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.8% | +5.3% | -1.4% |
| 7D | -0.1% | -6.9% | +6.8% | +0.9% |
| 30D | -9.1% | -7.0% | -2.2% | -8.4% |
| 3M | -28.2% | -11.2% | -17.0% | -27.3% |
| 6M | -23.1% | +4.3% | -27.4% | -24.1% |
| YTD | -20.6% | -6.4% | -14.1% | -21.1% |
| 1Y | -12.7% | -2.6% | -10.1% | -14.2% |
| 3Y | -11.6% | +210.6% | -222.1% | -31.2% |
| 5Y | -23.1% | -57.6% | +34.4% | -35.0% |
| All | -23.1% | -57.5% | +34.3% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling