-8.5%
BX vs AFRM
+8.5%
-17.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.0% | +1.2% | +4.8% |
| 7D | +8.3% | +3.1% | +5.2% | +7.4% |
| 30D | +13.5% | +1.1% | +12.4% | +13.0% |
| 3M | -7.6% | -3.2% | -4.4% | -7.3% |
| 6M | +4.0% | +12.7% | -8.6% | -0.6% |
| YTD | -15.2% | +1.6% | -16.7% | -19.9% |
| 1Y | -8.5% | +5.9% | -14.3% | -14.4% |
| All | -8.5% | +8.5% | -17.0% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling