+24.7%
BSX vs AFRM
-20.7%
+45.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.9% |
| 7D | -6.4% | +3.1% | -9.5% | -6.6% |
| 30D | -8.8% | -4.2% | -4.6% | -8.6% |
| 3M | -7.6% | +10.1% | -17.8% | -8.3% |
| 6M | -37.0% | +39.4% | -76.4% | -38.4% |
| YTD | -52.8% | -3.2% | -49.7% | -53.1% |
| 1Y | -58.4% | -16.1% | -42.3% | -58.4% |
| 3Y | -16.5% | +220.8% | -237.3% | -25.0% |
| 5Y | -1.2% | -17.7% | +16.5% | -11.7% |
| All | +24.7% | -20.7% | +45.4% | +12.4% |
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