+25.1%
BROS vs AFRM
-33.3%
+58.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.9% | +3.1% | -4.0% | -1.7% |
| 30D | -13.5% | -4.2% | -9.2% | -12.6% |
| 3M | -18.4% | +10.1% | -28.5% | -20.9% |
| 6M | -10.6% | +39.4% | -50.0% | -19.0% |
| YTD | -25.1% | -3.2% | -21.9% | -26.0% |
| 1Y | -28.6% | -16.1% | -12.6% | -27.7% |
| 3Y | +65.6% | +220.8% | -155.2% | +3.8% |
| All | +25.1% | -33.3% | +58.4% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling