-39.9%
BTDR vs AFRM
+12.9%
-52.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.2% | +15.5% | +13.7% |
| 7D | -10.4% | -7.3% | -3.1% | -8.9% |
| 30D | -42.2% | -9.6% | -32.6% | -40.8% |
| 3M | -42.8% | -11.1% | -31.8% | -41.5% |
| 6M | -60.2% | +3.9% | -64.0% | -60.3% |
| YTD | -46.3% | -8.5% | -37.9% | -45.5% |
| 1Y | -71.7% | +3.3% | -74.9% | -71.8% |
| 3Y | +54.6% | +213.7% | -159.1% | +45.7% |
| 5Y | -39.5% | -58.5% | +19.0% | -43.1% |
| All | -39.9% | +12.9% | -52.8% | -44.1% |
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