+28.6%
BMY vs AFRM
-20.4%
+49.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -1.8% |
| 7D | +0.4% | -7.0% | +7.3% | +0.5% |
| 30D | +5.0% | -7.8% | +12.8% | +5.2% |
| 3M | +19.4% | +5.3% | +14.1% | +19.2% |
| 6M | +9.5% | +42.6% | -33.1% | +8.5% |
| YTD | +28.1% | -2.8% | +30.9% | +27.8% |
| 1Y | +50.0% | -19.3% | +69.3% | +50.1% |
| 3Y | +24.1% | +231.0% | -206.9% | +19.7% |
| 5Y | +25.0% | -22.2% | +47.2% | +19.7% |
| All | +28.6% | -20.4% | +49.0% | +22.4% |
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