-14.6%
BA vs AFRM
-16.8%
+2.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +1.5% |
| 7D | +5.9% | +3.1% | +2.8% | +5.5% |
| 30D | -8.2% | +1.1% | -9.3% | -8.5% |
| 3M | -25.4% | -3.2% | -22.1% | -25.3% |
| 6M | -20.0% | +12.7% | -32.7% | -21.7% |
| YTD | -18.5% | +1.6% | -20.0% | -19.7% |
| 1Y | -10.6% | +5.9% | -16.5% | -12.8% |
| 3Y | -9.3% | +237.0% | -246.3% | -27.1% |
| 5Y | -16.9% | -55.1% | +38.2% | -32.1% |
| All | -14.6% | -16.8% | +2.3% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling