+6.7%
BTDR vs AFRM
+235.6%
-228.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.6% | +5.4% |
| 7D | +20.0% | -7.0% | +26.9% | +24.4% |
| 30D | +11.9% | -7.8% | +19.7% | +16.0% |
| 3M | -36.9% | +5.3% | -42.2% | -38.7% |
| 6M | +56.5% | +42.6% | +13.9% | +28.6% |
| YTD | +10.4% | -2.8% | +13.2% | +9.3% |
| 1Y | +3.1% | -19.3% | +22.4% | +11.4% |
| All | +6.7% | +235.6% | -228.9% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling