-1.4%
BSX vs AFRM
-58.9%
+57.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -4.1% |
| 7D | +1.8% | -7.3% | +9.1% | +2.4% |
| 30D | +2.8% | -9.6% | +12.4% | +3.4% |
| 3M | -13.3% | -11.1% | -2.2% | -12.8% |
| 6M | -23.7% | +3.9% | -27.5% | -24.2% |
| YTD | -55.2% | -8.5% | -46.7% | -55.3% |
| 1Y | -56.8% | +3.3% | -60.1% | -57.4% |
| 3Y | -19.0% | +213.7% | -232.8% | -28.6% |
| All | -1.4% | -58.9% | +57.5% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling