+128.6%
BP vs AFRM
-23.1%
+151.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.6% |
| 7D | +3.9% | -7.0% | +10.9% | +4.2% |
| 30D | +7.6% | -7.8% | +15.4% | +7.9% |
| 3M | +0.7% | +5.3% | -4.6% | +0.2% |
| 6M | +15.5% | +42.6% | -27.2% | +13.1% |
| YTD | +30.8% | -2.8% | +33.6% | +30.3% |
| 1Y | +34.3% | -19.3% | +53.6% | +34.5% |
| 3Y | +35.1% | +231.0% | -195.9% | +23.1% |
| All | +128.6% | -23.1% | +151.6% | +102.3% |
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