+52.6%
BKR vs AFRM
+192.6%
-140.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +3.8% | -4.4% | +8.2% | +4.3% |
| 30D | -10.3% | -7.7% | -2.6% | -9.6% |
| 3M | -21.7% | -16.9% | -4.8% | -20.5% |
| 6M | -23.8% | +2.5% | -26.3% | -24.6% |
| YTD | +10.3% | -12.5% | +22.8% | +10.3% |
| 1Y | +5.7% | -11.0% | +16.7% | +5.3% |
| 3Y | +52.6% | +184.6% | -131.9% | +23.1% |
| All | +52.6% | +192.6% | -140.0% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling