-65.8%
BAX vs AFRM
-23.1%
-42.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.2% |
| 7D | -1.1% | -7.0% | +5.8% | -0.6% |
| 30D | -5.5% | -7.8% | +2.3% | -4.9% |
| 3M | +33.5% | +5.3% | +28.2% | +32.9% |
| 6M | +35.9% | +42.6% | -6.8% | +32.0% |
| YTD | +35.4% | -2.8% | +38.1% | +34.8% |
| 1Y | +9.8% | -19.3% | +29.1% | +10.2% |
| 3Y | -32.7% | +231.0% | -263.7% | -40.0% |
| All | -65.8% | -23.1% | -42.8% | -71.2% |
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 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