+6.0%
BSX vs AFRM
-23.1%
+29.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.0% |
| 7D | +2.0% | -7.0% | +9.0% | +2.5% |
| 30D | +0.1% | -7.8% | +7.9% | +0.6% |
| 3M | -2.1% | +5.3% | -7.5% | -2.7% |
| 6M | -33.8% | +42.6% | -76.5% | -35.6% |
| YTD | -49.9% | -2.8% | -47.1% | -50.1% |
| 1Y | -55.4% | -19.3% | -36.1% | -55.3% |
| 3Y | -10.9% | +231.0% | -241.8% | -21.1% |
| All | +6.0% | -23.1% | +29.0% | -6.7% |
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 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