+109.4%
BP vs AFRM
-58.9%
+168.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.3% | +1.4% |
| 7D | -0.8% | -10.3% | +9.5% | -0.4% |
| 30D | -3.1% | -13.7% | +10.6% | -2.7% |
| 3M | +6.2% | -11.6% | +17.7% | +6.4% |
| 6M | +4.8% | +2.1% | +2.7% | +4.1% |
| YTD | +35.2% | -8.9% | +44.0% | +34.7% |
| 1Y | +27.4% | -9.7% | +37.1% | +26.8% |
| 3Y | +49.8% | +202.5% | -152.7% | +36.1% |
| 5Y | +109.4% | -55.3% | +164.7% | +85.6% |
| All | +109.4% | -58.9% | +168.3% | +85.6% |
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