+0.4%
BX vs AFRM
-58.9%
+59.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.3% |
| 7D | +1.8% | -7.3% | +9.1% | +3.7% |
| 30D | +7.9% | -9.6% | +17.4% | +10.4% |
| 3M | -9.6% | -11.1% | +1.5% | -7.4% |
| 6M | -2.3% | +3.9% | -6.1% | -4.4% |
| YTD | -19.3% | -8.5% | -10.8% | -19.4% |
| 1Y | -13.2% | +3.3% | -16.5% | -16.3% |
| 3Y | +33.8% | +213.7% | -179.9% | -13.1% |
| All | +0.4% | -58.9% | +59.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling