+23.0%
BSX vs AFRM
-28.4%
+51.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +3.7% | -4.4% | +8.1% | +4.0% |
| 30D | +3.1% | -7.7% | +10.8% | +3.6% |
| 3M | -14.2% | -16.9% | +2.6% | -13.4% |
| 6M | -16.4% | +2.5% | -18.9% | -16.9% |
| YTD | -53.5% | -12.5% | -41.0% | -53.5% |
| 1Y | -57.8% | -11.0% | -46.7% | -57.8% |
| 3Y | -17.4% | +184.6% | -202.0% | -25.1% |
| 5Y | +5.4% | -56.3% | +61.7% | -4.7% |
| All | +23.0% | -28.4% | +51.3% | +11.3% |
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