+27.4%
BP vs AFRM
-11.9%
+39.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.3% | +2.0% |
| 7D | -0.8% | -10.3% | +9.5% | -2.4% |
| 30D | -3.1% | -13.7% | +10.6% | -5.0% |
| 3M | +6.2% | -11.6% | +17.7% | +5.0% |
| 6M | +4.8% | +2.1% | +2.7% | +6.1% |
| YTD | +35.2% | -8.9% | +44.0% | +36.2% |
| 1Y | +27.4% | -9.7% | +37.1% | +31.1% |
| All | +27.4% | -11.9% | +39.4% | +31.1% |
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 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