-64.4%
BAX vs AFRM
-25.4%
-39.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -0.6% | -10.3% | +9.6% | +0.1% |
| 30D | +6.3% | -13.7% | +20.0% | +7.3% |
| 3M | -4.6% | -11.6% | +7.0% | -4.0% |
| 6M | +50.4% | +2.1% | +48.3% | +49.8% |
| YTD | +38.0% | -8.9% | +46.9% | +37.9% |
| 1Y | +44.6% | -9.7% | +54.3% | +44.4% |
| 3Y | -15.1% | +202.5% | -217.6% | -22.5% |
| 5Y | -63.3% | -55.3% | -8.0% | -67.8% |
| All | -64.4% | -25.4% | -39.0% | -69.2% |
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