+311.1%
BNY vs AFRM
-21.4%
+332.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.0% | -0.4% |
| 7D | -1.3% | -1.3% | -0.1% | -1.2% |
| 30D | -0.2% | -2.7% | +2.5% | -0.1% |
| 3M | +14.9% | +7.4% | +7.5% | +13.9% |
| 6M | +40.0% | +40.7% | -0.7% | +35.2% |
| YTD | +42.0% | -4.0% | +46.0% | +41.1% |
| 1Y | +56.9% | -12.2% | +69.1% | +56.3% |
| 3Y | +289.9% | +203.1% | +86.8% | +240.6% |
| 5Y | +259.2% | -42.2% | +301.4% | +200.8% |
| All | +311.1% | -21.4% | +332.5% | +248.1% |
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