+137.0%
BX vs AFRM
-27.4%
+164.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.6% |
| 7D | +3.7% | -8.4% | +12.0% | +5.6% |
| 30D | +8.2% | -18.3% | +26.5% | +12.8% |
| 3M | -12.7% | -12.7% | 0.0% | -10.5% |
| 6M | +1.0% | +3.0% | -2.1% | -0.6% |
| YTD | -17.2% | -11.4% | -5.8% | -16.7% |
| 1Y | -11.6% | -13.3% | +1.7% | -10.9% |
| 3Y | +36.8% | +194.0% | -157.3% | -1.8% |
| 5Y | +4.8% | -50.6% | +55.4% | -23.3% |
| All | +137.0% | -27.4% | +164.5% | +70.4% |
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