+22.3%
BMY vs AFRM
-25.4%
+47.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.1% |
| 7D | -2.0% | -10.3% | +8.3% | -1.8% |
| 30D | +9.3% | -13.7% | +23.0% | +9.5% |
| 3M | -0.1% | -11.6% | +11.5% | +0.1% |
| 6M | +15.5% | +2.1% | +13.4% | +15.2% |
| YTD | +21.8% | -8.9% | +30.7% | +21.7% |
| 1Y | +34.9% | -9.7% | +44.6% | +34.7% |
| 3Y | +43.2% | +202.5% | -159.3% | +38.4% |
| 5Y | +30.7% | -55.3% | +86.0% | +26.0% |
| All | +22.3% | -25.4% | +47.7% | +16.5% |
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