-0.9%
BBY vs AFRM
-25.2%
+24.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | -8.5% | +9.2% | +1.9% |
| 30D | +5.8% | -11.4% | +17.1% | +7.5% |
| 3M | +18.0% | +8.2% | +9.8% | +16.2% |
| 6M | +39.8% | +36.6% | +3.2% | +32.6% |
| YTD | +35.4% | -8.7% | +44.0% | +35.4% |
| 1Y | +21.4% | -19.9% | +41.3% | +22.8% |
| 3Y | +39.5% | +202.6% | -163.0% | +10.4% |
| 5Y | -0.5% | -45.0% | +44.5% | -20.5% |
| All | -0.9% | -25.2% | +24.3% | -22.7% |
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