+70.7%
AA vs AFRM
-25.1%
+95.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.3% |
| 7D | +0.9% | -7.3% | +8.2% | +2.3% |
| 30D | -6.7% | -9.6% | +2.9% | -5.1% |
| 3M | -16.3% | -11.1% | -5.3% | -15.0% |
| 6M | -37.1% | +3.9% | -41.0% | -38.3% |
| YTD | -25.0% | -8.5% | -16.5% | -25.6% |
| 1Y | +8.6% | +3.3% | +5.3% | +5.1% |
| 3Y | +57.2% | +213.7% | -156.5% | +16.7% |
| 5Y | -13.0% | -58.5% | +45.5% | -32.1% |
| All | +70.7% | -25.1% | +95.8% | +23.4% |
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