+64.1%
BLK vs AFRM
-20.4%
+84.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | -3.6% | -7.0% | +3.3% | -2.8% |
| 30D | -1.0% | -7.8% | +6.8% | -0.1% |
| 3M | +10.4% | +5.3% | +5.1% | +9.2% |
| 6M | +8.2% | +42.6% | -34.5% | +2.8% |
| YTD | +6.0% | -2.8% | +8.8% | +5.1% |
| 1Y | +3.3% | -19.3% | +22.6% | +4.0% |
| 3Y | +70.3% | +231.0% | -160.7% | +36.7% |
| 5Y | +34.5% | -22.2% | +56.7% | +7.4% |
| All | +64.1% | -20.4% | +84.5% | +29.8% |
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