-2.6%
BND vs AFRM
-27.6%
+25.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.6% |
| 7D | -1.4% | -5.5% | +4.1% | -1.3% |
| 30D | +0.8% | -15.5% | +16.3% | +1.0% |
| 3M | -1.2% | -10.3% | +9.1% | -1.1% |
| 6M | -1.4% | +0.6% | -2.0% | -1.5% |
| YTD | -1.3% | -11.5% | +10.2% | -1.3% |
| 1Y | -1.2% | -16.6% | +15.4% | -1.2% |
| 3Y | +13.7% | +193.5% | -179.8% | +11.5% |
| 5Y | -1.7% | -55.8% | +54.1% | -3.5% |
| All | -2.6% | -27.6% | +25.0% | -4.5% |
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