+140.0%
BX vs AFRM
-25.2%
+165.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +3.3% | -7.5% | +10.8% | +5.0% |
| 30D | +9.6% | -15.7% | +25.3% | +13.4% |
| 3M | -8.7% | -9.6% | +0.9% | -7.1% |
| 6M | +2.2% | +6.3% | -4.1% | 0.0% |
| YTD | -16.2% | -8.6% | -7.6% | -16.2% |
| 1Y | -11.5% | -7.6% | -3.9% | -12.0% |
| 3Y | +41.0% | +173.7% | -132.6% | +2.6% |
| 5Y | +1.1% | -56.9% | +58.0% | -25.9% |
| All | +140.0% | -25.2% | +165.1% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling