+90.6%
BBY vs AFRM
+204.9%
-114.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.8% | +0.5% |
| 7D | +3.7% | -10.3% | +14.0% | +5.9% |
| 30D | +20.9% | -13.7% | +34.6% | +24.1% |
| 3M | +27.6% | -11.6% | +39.2% | +29.9% |
| 6M | +86.9% | +2.1% | +84.8% | +84.5% |
| YTD | +63.3% | -8.9% | +72.2% | +63.0% |
| 1Y | +42.6% | -9.7% | +52.3% | +42.1% |
| All | +90.6% | +204.9% | -114.3% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling