+1.5%
BBY vs AFRM
-20.4%
+21.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +3.6% |
| 7D | +9.5% | -7.0% | +16.5% | +10.6% |
| 30D | +6.8% | -7.8% | +14.6% | +7.9% |
| 3M | +28.9% | +5.3% | +23.5% | +27.3% |
| 6M | +37.8% | +42.6% | -4.8% | +29.8% |
| YTD | +38.7% | -2.8% | +41.5% | +37.5% |
| 1Y | +23.7% | -19.3% | +43.0% | +24.9% |
| 3Y | +39.1% | +231.0% | -191.9% | +8.8% |
| 5Y | -0.4% | -22.2% | +21.8% | -22.7% |
| All | +1.5% | -20.4% | +21.9% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling