+35.6%
BMY vs AFRM
+203.8%
-168.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.5% |
| 7D | -0.5% | -7.3% | +6.8% | -0.3% |
| 30D | +4.1% | -9.6% | +13.6% | +4.3% |
| 3M | -2.1% | -11.1% | +8.9% | -1.9% |
| 6M | +12.2% | +3.9% | +8.3% | +11.7% |
| YTD | +20.3% | -8.5% | +28.8% | +20.1% |
| 1Y | +39.2% | +3.3% | +35.9% | +38.2% |
| 3Y | +35.6% | +213.7% | -178.1% | +32.8% |
| All | +35.6% | +203.8% | -168.2% | +32.8% |
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 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