+35.4%
BX vs AFRM
+192.6%
-157.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +0.6% | -4.4% | +5.0% | +1.6% |
| 30D | +14.2% | -7.7% | +21.9% | +16.3% |
| 3M | -18.7% | -16.9% | -1.9% | -15.5% |
| 6M | +2.5% | +2.5% | 0.0% | +0.9% |
| YTD | -18.8% | -12.5% | -6.3% | -18.2% |
| 1Y | -10.3% | -11.0% | +0.7% | -10.2% |
| 3Y | +35.4% | +184.6% | -149.2% | +2.0% |
| All | +35.4% | +192.6% | -157.2% | +2.0% |
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