+41.5%
BBY vs AFRM
+221.8%
-180.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +8.1% | +3.1% | +5.0% | +7.5% |
| 30D | +8.9% | -4.2% | +13.2% | +9.6% |
| 3M | +22.0% | +10.1% | +11.9% | +19.4% |
| 6M | +37.8% | +39.4% | -1.6% | +28.8% |
| YTD | +37.3% | -3.2% | +40.5% | +36.0% |
| 1Y | +21.6% | -16.1% | +37.6% | +22.2% |
| 3Y | +41.5% | +220.8% | -179.3% | +10.1% |
| All | +41.5% | +221.8% | -180.3% | +10.1% |
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