+15.3%
BTDR vs AFRM
+12.7%
+2.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -3.2% | -8.5% | +5.3% | -1.5% |
| 30D | +32.7% | -11.4% | +44.0% | +35.6% |
| 3M | -28.4% | +8.2% | -36.6% | -29.4% |
| 6M | +51.7% | +36.6% | +15.1% | +43.7% |
| YTD | +2.9% | -8.7% | +11.5% | +4.3% |
| 1Y | -15.5% | -19.9% | +4.4% | -12.4% |
| 3Y | 0.0% | +202.6% | -202.6% | -5.8% |
| 5Y | +16.5% | -45.0% | +61.5% | +9.2% |
| All | +15.3% | +12.7% | +2.6% | +6.9% |
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