+103.9%
BP vs AFRM
-58.9%
+162.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -11.6% | -7.3% | -4.3% | -11.4% |
| 30D | 0.0% | -9.6% | +9.6% | +0.4% |
| 3M | +6.7% | -11.1% | +17.8% | +7.0% |
| 6M | +2.2% | +3.9% | -1.7% | +1.4% |
| YTD | +33.0% | -8.5% | +41.5% | +32.5% |
| 1Y | +30.7% | +3.3% | +27.5% | +29.1% |
| 3Y | +44.2% | +213.7% | -169.5% | +30.7% |
| All | +103.9% | -58.9% | +162.8% | +83.6% |
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