+23.8%
BTDR vs AFRM
+20.0%
+3.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.6% | +4.5% |
| 7D | +20.0% | -7.0% | +26.9% | +21.6% |
| 30D | +11.9% | -7.8% | +19.7% | +13.5% |
| 3M | -36.9% | +5.3% | -42.2% | -37.4% |
| 6M | +56.5% | +42.6% | +13.9% | +46.9% |
| YTD | +10.4% | -2.8% | +13.2% | +10.6% |
| 1Y | +3.1% | -19.3% | +22.4% | +6.5% |
| 3Y | -2.6% | +231.0% | -233.6% | -9.4% |
| 5Y | +25.2% | -22.2% | +47.4% | +15.8% |
| All | +23.8% | +20.0% | +3.8% | +13.4% |
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