+35.9%
BP vs AFRM
-17.3%
+53.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.2% |
| 7D | +3.9% | -7.0% | +10.9% | +3.2% |
| 30D | +7.6% | -7.8% | +15.4% | +6.9% |
| 3M | +0.7% | +5.3% | -4.6% | +1.4% |
| 6M | +15.5% | +42.6% | -27.2% | +18.9% |
| YTD | +30.8% | -2.8% | +33.6% | +33.3% |
| All | +35.9% | -17.3% | +53.1% | +37.2% |
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 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