+115.2%
AA vs AFRM
-20.4%
+135.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | -0.7% | -7.0% | +6.3% | +0.5% |
| 30D | +5.0% | -7.8% | +12.8% | +6.4% |
| 3M | -35.8% | +5.3% | -41.1% | -36.8% |
| 6M | -18.4% | +42.6% | -61.0% | -24.9% |
| YTD | -5.5% | -2.8% | -2.7% | -6.9% |
| 1Y | +61.0% | -19.3% | +80.3% | +63.3% |
| 3Y | +66.2% | +231.0% | -164.8% | +21.6% |
| 5Y | +11.4% | -22.2% | +33.6% | -17.6% |
| All | +115.2% | -20.4% | +135.6% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling