+97.3%
BAC vs AFRM
+172.4%
-75.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.0% | -7.5% | +9.5% | +3.1% |
| 30D | -6.9% | -15.7% | +8.8% | -4.8% |
| 3M | -19.6% | -9.6% | -10.0% | -18.8% |
| 6M | -0.5% | +6.3% | -6.7% | -2.3% |
| YTD | -6.6% | -8.6% | +2.0% | -7.2% |
| 1Y | -3.0% | -7.6% | +4.6% | -4.0% |
| 3Y | +97.3% | +173.7% | -76.3% | +61.5% |
| All | +97.3% | +172.4% | -75.1% | +61.5% |
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