+27.6%
BX vs AFRM
-23.1%
+50.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.5% |
| 7D | -4.4% | -7.0% | +2.6% | -2.8% |
| 30D | +0.1% | -7.8% | +7.9% | +1.8% |
| 3M | +16.0% | +5.3% | +10.7% | +13.9% |
| 6M | +21.6% | +42.6% | -21.0% | +10.7% |
| YTD | -8.9% | -2.8% | -6.1% | -10.0% |
| 1Y | -16.6% | -19.3% | +2.7% | -15.1% |
| 3Y | +43.3% | +231.0% | -187.6% | -6.3% |
| All | +27.6% | -23.1% | +50.7% | -11.8% |
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