+24.0%
BSX vs AFRM
-27.4%
+51.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.7% |
| 7D | +2.8% | -8.4% | +11.1% | +3.3% |
| 30D | +4.6% | -18.3% | +22.9% | +5.8% |
| 3M | -11.4% | -12.7% | +1.3% | -10.9% |
| 6M | -17.1% | +3.0% | -20.1% | -17.6% |
| YTD | -53.1% | -11.4% | -41.7% | -53.2% |
| 1Y | -55.7% | -13.3% | -42.4% | -55.7% |
| 3Y | -13.3% | +194.0% | -207.3% | -21.5% |
| 5Y | +5.3% | -50.6% | +55.9% | -5.0% |
| All | +24.0% | -27.4% | +51.4% | +12.1% |
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