+37.8%
BBY vs AFRM
+48.4%
-10.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +3.6% |
| 7D | +9.5% | -7.0% | +16.5% | +10.7% |
| 30D | +6.8% | -7.8% | +14.6% | +8.0% |
| 3M | +28.9% | +5.3% | +23.5% | +27.4% |
| 6M | +37.8% | +42.6% | -4.8% | +34.4% |
| All | +37.8% | +48.4% | -10.6% | +34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling