-14.8%
AA vs AFRM
-58.9%
+44.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.4% |
| 7D | +0.9% | -7.3% | +8.2% | +2.5% |
| 30D | -6.7% | -9.6% | +2.9% | -4.8% |
| 3M | -16.3% | -11.1% | -5.3% | -14.8% |
| 6M | -37.1% | +3.9% | -41.0% | -38.6% |
| YTD | -25.0% | -8.5% | -16.5% | -25.7% |
| 1Y | +8.6% | +3.3% | +5.3% | +4.5% |
| 3Y | +57.2% | +213.7% | -156.5% | +10.1% |
| All | -14.8% | -58.9% | +44.1% | -23.2% |
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