+316.2%
BNY vs AFRM
-20.4%
+336.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | +1.4% | -7.0% | +8.4% | +2.0% |
| 30D | +3.8% | -7.8% | +11.6% | +4.4% |
| 3M | +14.9% | +5.3% | +9.6% | +14.0% |
| 6M | +40.3% | +42.6% | -2.3% | +35.4% |
| YTD | +43.8% | -2.8% | +46.6% | +42.7% |
| 1Y | +58.9% | -19.3% | +78.2% | +59.4% |
| 3Y | +290.4% | +231.0% | +59.4% | +239.0% |
| 5Y | +250.1% | -22.2% | +272.3% | +195.4% |
| All | +316.2% | -20.4% | +336.6% | +252.2% |
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 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