+441.1%
BE vs AFRM
-25.4%
+466.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.9% | +10.1% | +12.0% |
| 7D | +4.5% | -10.3% | +14.8% | +8.9% |
| 30D | -20.1% | -13.7% | -6.4% | -15.7% |
| 3M | -0.8% | -11.6% | +10.7% | +2.8% |
| 6M | -26.2% | +2.1% | -28.3% | -26.9% |
| YTD | +141.1% | -8.9% | +149.9% | +144.6% |
| 1Y | +64.8% | -9.7% | +74.6% | +67.7% |
| 3Y | +1,887.4% | +202.5% | +1,684.9% | +1,107.9% |
| 5Y | +518.1% | -55.3% | +573.4% | +369.9% |
| All | +441.1% | -25.4% | +466.5% | +270.3% |
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