+73.6%
BAC vs AFRM
-27.4%
+101.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.6% |
| 7D | +2.1% | -8.4% | +10.4% | +2.9% |
| 30D | -6.7% | -18.3% | +11.6% | -4.9% |
| 3M | -20.2% | -12.7% | -7.5% | -19.4% |
| 6M | -0.2% | +3.0% | -3.2% | -1.2% |
| YTD | -6.4% | -11.4% | +5.0% | -6.4% |
| 1Y | -3.1% | -13.3% | +10.2% | -3.1% |
| 3Y | +96.7% | +194.0% | -97.3% | +69.9% |
| 5Y | +21.3% | -50.6% | +71.9% | +0.7% |
| All | +73.6% | -27.4% | +101.1% | +43.9% |
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