+20.9%
BMY vs AFRM
-25.2%
+46.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | -7.5% | +6.1% | -1.2% |
| 30D | +5.1% | -15.7% | +20.8% | +5.4% |
| 3M | -3.0% | -9.6% | +6.6% | -2.9% |
| 6M | +13.1% | +6.3% | +6.8% | +12.7% |
| YTD | +20.3% | -8.6% | +28.9% | +20.2% |
| 1Y | +39.0% | -7.6% | +46.6% | +38.8% |
| 3Y | +42.0% | +173.7% | -131.7% | +37.4% |
| 5Y | +28.5% | -56.9% | +85.4% | +23.9% |
| All | +20.9% | -25.2% | +46.0% | +15.0% |
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