+193.1%
BNY vs AFRM
-56.8%
+249.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +3.9% | -4.4% | +8.3% | +4.3% |
| 30D | +11.9% | -7.7% | +19.6% | +12.8% |
| 3M | -5.0% | -16.9% | +11.8% | -3.6% |
| 6M | +14.6% | +2.5% | +12.1% | +13.5% |
| YTD | +34.5% | -12.5% | +47.0% | +34.4% |
| 1Y | +40.6% | -11.0% | +51.6% | +40.1% |
| 3Y | +261.7% | +184.6% | +77.2% | +205.3% |
| All | +193.1% | -56.8% | +249.9% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling