+110.9%
BKNG vs AFRM
-20.7%
+131.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.7% |
| 7D | -7.9% | +3.1% | -10.9% | -8.2% |
| 30D | -15.9% | -4.2% | -11.7% | -15.5% |
| 3M | +11.1% | +10.1% | +1.0% | +9.6% |
| 6M | -0.7% | +39.4% | -40.1% | -5.1% |
| YTD | -15.4% | -3.2% | -12.3% | -15.9% |
| 1Y | -18.5% | -16.1% | -2.5% | -18.1% |
| 3Y | +46.5% | +220.8% | -174.3% | +19.7% |
| 5Y | +98.8% | -17.7% | +116.4% | +60.5% |
| All | +110.9% | -20.7% | +131.6% | +67.2% |
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