-4.6%
BROS vs AFRM
-37.2%
+32.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.5% |
| 7D | -20.4% | -10.3% | -10.2% | -17.8% |
| 30D | -6.1% | -13.7% | +7.6% | -2.3% |
| 3M | -29.4% | -11.6% | -17.8% | -27.3% |
| 6M | -31.5% | +2.1% | -33.6% | -32.5% |
| YTD | -42.8% | -8.9% | -34.0% | -42.8% |
| 1Y | -37.5% | -9.7% | -27.8% | -37.4% |
| 3Y | +27.2% | +202.5% | -175.3% | -17.6% |
| 5Y | -47.0% | -55.3% | +8.4% | -54.8% |
| All | -4.6% | -37.2% | +32.7% | -15.6% |
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 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