-64.2%
BAX vs AFRM
-56.8%
-7.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.1% | -4.4% | +4.5% | +0.5% |
| 30D | +4.1% | -7.7% | +11.7% | +4.7% |
| 3M | -4.5% | -16.9% | +12.3% | -3.3% |
| 6M | +49.2% | +2.5% | +46.8% | +48.4% |
| YTD | +35.2% | -12.5% | +47.8% | +35.6% |
| 1Y | +38.3% | -11.0% | +49.3% | +38.3% |
| 3Y | -19.0% | +184.6% | -203.6% | -28.1% |
| All | -64.2% | -56.8% | -7.4% | -69.5% |
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