+19.5%
BBY vs AFRM
-25.4%
+44.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.8% | +0.6% |
| 7D | +3.7% | -10.3% | +14.0% | +5.3% |
| 30D | +20.9% | -13.7% | +34.6% | +23.4% |
| 3M | +27.6% | -11.6% | +39.2% | +29.4% |
| 6M | +86.9% | +2.1% | +84.8% | +85.1% |
| YTD | +63.3% | -8.9% | +72.2% | +63.1% |
| 1Y | +42.6% | -9.7% | +52.3% | +42.2% |
| 3Y | +89.8% | +202.5% | -112.7% | +51.5% |
| 5Y | -0.1% | -55.3% | +55.3% | -19.0% |
| All | +19.5% | -25.4% | +44.9% | -6.9% |
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