+29.5%
BROS vs AFRM
+204.9%
-175.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.5% |
| 7D | -20.4% | -10.3% | -10.2% | -18.0% |
| 30D | -6.1% | -13.7% | +7.6% | -2.7% |
| 3M | -29.4% | -11.6% | -17.8% | -27.5% |
| 6M | -31.5% | +2.1% | -33.6% | -32.3% |
| YTD | -42.8% | -8.9% | -34.0% | -42.8% |
| 1Y | -37.5% | -9.7% | -27.8% | -37.5% |
| All | +29.5% | +204.9% | -175.4% | -2.5% |
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