+36.2%
BMY vs AFRM
-16.7%
+53.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +2.1% | -4.4% | +6.5% | +2.1% |
| 30D | +7.0% | -7.7% | +14.7% | +7.1% |
| 3M | -0.9% | -16.9% | +16.0% | -0.8% |
| 6M | +14.9% | +2.5% | +12.4% | +14.6% |
| YTD | +22.8% | -12.5% | +35.3% | +25.0% |
| 1Y | +36.2% | -11.0% | +47.3% | +41.3% |
| All | +36.2% | -16.7% | +53.0% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling