+156.7%
BX vs AFRM
-20.7%
+177.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.0% | +3.1% | -5.0% | -2.6% |
| 30D | -2.3% | -4.2% | +1.9% | -1.5% |
| 3M | +18.5% | +10.1% | +8.4% | +15.5% |
| 6M | +23.7% | +39.4% | -15.7% | +14.3% |
| YTD | -10.4% | -3.2% | -7.2% | -11.2% |
| 1Y | -19.6% | -16.1% | -3.5% | -18.8% |
| 3Y | +30.8% | +220.8% | -190.0% | -8.7% |
| 5Y | +24.3% | -17.7% | +42.0% | -11.7% |
| All | +156.7% | -20.7% | +177.4% | +81.6% |
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