+65.9%
AA vs AFRM
-23.4%
+89.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.8% | +2.5% | -3.8% |
| 7D | -3.7% | -6.9% | +3.2% | -2.4% |
| 30D | -10.8% | -7.0% | -3.8% | -9.7% |
| 3M | -19.1% | -11.2% | -7.8% | -17.7% |
| 6M | -38.7% | +4.3% | -43.0% | -39.9% |
| YTD | -27.1% | -6.4% | -20.7% | -28.0% |
| 1Y | +8.3% | -2.6% | +10.9% | +5.9% |
| 3Y | +49.6% | +210.6% | -161.0% | +11.1% |
| 5Y | -15.5% | -57.6% | +42.1% | -34.3% |
| All | +65.9% | -23.4% | +89.2% | +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 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