-63.1%
BAX vs AFRM
-55.1%
-8.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.3% |
| 7D | +3.6% | -8.4% | +12.0% | +4.4% |
| 30D | +8.5% | -18.3% | +26.8% | +10.2% |
| 3M | -4.9% | -12.7% | +7.8% | -4.0% |
| 6M | +47.0% | +3.0% | +44.0% | +46.1% |
| YTD | +38.4% | -11.4% | +49.8% | +38.6% |
| 1Y | +49.1% | -13.3% | +62.5% | +49.3% |
| 3Y | -14.9% | +194.0% | -208.9% | -24.5% |
| 5Y | -63.1% | -50.6% | -12.5% | -68.5% |
| All | -63.1% | -55.1% | -8.0% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling