+96.6%
BLK vs AFRM
+195.9%
-99.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.4% |
| 7D | +3.9% | -5.5% | +9.4% | +4.7% |
| 30D | +14.1% | -15.5% | +29.6% | +16.7% |
| 3M | +5.3% | -10.3% | +15.6% | +6.6% |
| 6M | +12.6% | +0.6% | +11.9% | +11.5% |
| YTD | +15.5% | -11.5% | +27.1% | +15.4% |
| 1Y | +13.6% | -16.6% | +30.2% | +14.1% |
| All | +96.6% | +195.9% | -99.3% | +63.6% |
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