+24.7%
BSX vs AFRM
-25.0%
+49.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +0.3% |
| 7D | -7.0% | -8.0% | +1.0% | -6.6% |
| 30D | -10.9% | -9.8% | -1.1% | -10.4% |
| 3M | -8.2% | +4.7% | -12.8% | -8.6% |
| 6M | -37.5% | +34.1% | -71.6% | -38.8% |
| YTD | -52.8% | -8.4% | -44.4% | -52.9% |
| 1Y | -58.4% | -22.9% | -35.5% | -58.2% |
| 3Y | -16.5% | +203.3% | -219.8% | -24.8% |
| 5Y | -1.0% | -26.0% | +25.0% | -11.2% |
| All | +24.7% | -25.0% | +49.7% | +12.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling