+135.1%
BAC vs AFRM
+232.3%
-97.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.3% |
| 7D | +1.1% | -7.0% | +8.0% | +2.1% |
| 30D | -0.4% | -7.8% | +7.4% | +0.6% |
| 3M | +16.9% | +5.3% | +11.6% | +15.4% |
| 6M | +26.6% | +42.6% | -16.0% | +18.8% |
| YTD | +15.8% | -2.8% | +18.6% | +14.4% |
| 1Y | +27.2% | -19.3% | +46.5% | +28.0% |
| All | +135.1% | +232.3% | -97.3% | +77.7% |
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