+27.0%
BROS vs AFRM
+203.8%
-176.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | -21.2% | -7.3% | -13.9% | -19.5% |
| 30D | -11.6% | -9.6% | -2.0% | -9.4% |
| 3M | -36.7% | -11.1% | -25.6% | -35.1% |
| 6M | -42.8% | +3.9% | -46.7% | -43.7% |
| YTD | -44.8% | -8.5% | -36.3% | -44.9% |
| 1Y | -36.5% | +3.3% | -39.8% | -38.4% |
| 3Y | +27.0% | +213.7% | -186.8% | -2.9% |
| All | +27.0% | +203.8% | -176.8% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling