+19.7%
BIL vs AFRM
-27.4%
+47.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +0.1% | -8.4% | +8.4% | +0.1% |
| 30D | 0.0% | -18.3% | +18.3% | 0.0% |
| 3M | +0.6% | -12.7% | +13.3% | +0.6% |
| 6M | +1.5% | +3.0% | -1.5% | +1.5% |
| YTD | +2.8% | -11.4% | +14.2% | +2.8% |
| 1Y | +3.3% | -13.3% | +16.6% | +3.3% |
| 3Y | +13.4% | +194.0% | -180.6% | +13.4% |
| 5Y | +19.8% | -50.6% | +70.4% | +19.8% |
| All | +19.7% | -27.4% | +47.2% | +19.7% |
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 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