+18.6%
BSX vs AFRM
-25.1%
+43.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -4.1% |
| 7D | +1.8% | -7.3% | +9.1% | +2.3% |
| 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% | -24.1% |
| YTD | -55.2% | -8.5% | -46.7% | -55.3% |
| 1Y | -56.8% | +3.3% | -60.1% | -57.3% |
| 3Y | -19.0% | +213.7% | -232.8% | -27.0% |
| 5Y | -0.9% | -58.5% | +57.6% | -10.6% |
| All | +18.6% | -25.1% | +43.6% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling