+12.4%
AA vs AFRM
-23.1%
+35.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | -0.7% | -7.0% | +6.3% | +0.7% |
| 30D | +5.0% | -7.8% | +12.8% | +6.5% |
| 3M | -35.8% | +5.3% | -41.1% | -36.9% |
| 6M | -18.4% | +42.6% | -61.0% | -25.5% |
| YTD | -5.5% | -2.8% | -2.7% | -7.1% |
| 1Y | +61.0% | -19.3% | +80.3% | +63.4% |
| 3Y | +66.2% | +231.0% | -164.8% | +17.1% |
| All | +12.4% | -23.1% | +35.5% | -19.5% |
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