+139.5%
BP vs AFRM
-25.1%
+164.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +6.7% | -11.1% | +17.8% | +7.0% |
| 6M | +2.2% | +3.9% | -1.7% | +1.5% |
| YTD | +33.0% | -8.5% | +41.5% | +32.5% |
| 1Y | +30.7% | +3.3% | +27.5% | +29.3% |
| 3Y | +44.2% | +213.7% | -169.5% | +32.6% |
| 5Y | +105.1% | -58.5% | +163.7% | +87.6% |
| All | +139.5% | -25.1% | +164.5% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling