-38.7%
BTDR vs AFRM
+9.2%
-47.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.9% | -9.9% | -12.2% |
| 7D | +15.4% | -5.5% | +20.9% | +16.9% |
| 30D | -33.4% | -15.5% | -18.0% | -30.8% |
| 3M | -32.0% | -10.3% | -21.7% | -30.4% |
| 6M | -52.2% | +0.6% | -52.8% | -51.9% |
| YTD | -45.3% | -11.5% | -33.8% | -44.0% |
| 1Y | -56.0% | -16.6% | -39.4% | -54.4% |
| 3Y | +54.4% | +193.5% | -139.1% | +46.6% |
| 5Y | -38.5% | -55.8% | +17.3% | -41.6% |
| All | -38.7% | +9.2% | -47.9% | -42.6% |
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