+36.6%
BP vs AFRM
+8.5%
+28.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.0% | -9.2% | -3.4% |
| 7D | -8.4% | +3.1% | -11.5% | -7.9% |
| 30D | +2.2% | +1.1% | +1.1% | +2.7% |
| 3M | +8.8% | -3.2% | +12.0% | +9.1% |
| 6M | -0.5% | +12.7% | -13.2% | +1.9% |
| YTD | +36.2% | +1.6% | +34.6% | +40.4% |
| 1Y | +36.6% | +5.9% | +30.7% | +42.0% |
| All | +36.6% | +8.5% | +28.0% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling