-1.7%
BND vs AFRM
-25.1%
+23.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | 0.0% | -7.3% | +7.3% | +0.1% |
| 30D | +2.3% | -9.6% | +11.8% | +2.4% |
| 3M | -0.2% | -11.1% | +10.8% | -0.1% |
| 6M | -1.0% | +3.9% | -4.8% | -1.1% |
| YTD | -0.4% | -8.5% | +8.1% | -0.4% |
| 1Y | -0.1% | +3.3% | -3.4% | -0.3% |
| 3Y | +15.1% | +213.7% | -198.6% | +12.8% |
| 5Y | -1.5% | -58.5% | +57.0% | -3.3% |
| All | -1.7% | -25.1% | +23.4% | -3.7% |
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