+553.2%
BE vs AFRM
-20.4%
+573.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.6% | +10.0% | +8.2% |
| 7D | +20.0% | -7.0% | +26.9% | +22.6% |
| 30D | +7.9% | -7.8% | +15.7% | +10.2% |
| 3M | -13.2% | +5.3% | -18.5% | -15.0% |
| 6M | +53.5% | +42.6% | +10.8% | +35.1% |
| YTD | +191.0% | -2.8% | +193.8% | +188.4% |
| 1Y | +360.5% | -19.3% | +379.8% | +379.0% |
| 3Y | +1,568.0% | +231.0% | +1,337.0% | +870.2% |
| 5Y | +1,055.2% | -22.2% | +1,077.4% | +666.4% |
| All | +553.2% | -20.4% | +573.6% | +336.7% |
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