+347.5%
BE vs AFRM
-25.1%
+372.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.2% |
| 7D | -14.7% | -7.3% | -7.4% | -12.4% |
| 30D | -40.5% | -9.6% | -31.0% | -38.3% |
| 3M | -24.3% | -11.1% | -13.3% | -21.8% |
| 6M | -39.3% | +3.9% | -43.2% | -40.4% |
| YTD | +99.4% | -8.5% | +107.9% | +101.8% |
| 1Y | +26.6% | +3.3% | +23.3% | +22.7% |
| 3Y | +1,616.9% | +213.7% | +1,403.2% | +928.2% |
| 5Y | +441.4% | -58.5% | +499.9% | +315.5% |
| All | +347.5% | -25.1% | +372.6% | +205.5% |
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