-31.6%
AFRM vs A
+45.2%
-76.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -1.7% |
| 7D | -8.4% | +1.4% | -9.7% | -9.7% |
| 30D | -18.3% | +4.3% | -22.6% | -22.3% |
| 3M | -12.7% | +19.8% | -32.5% | -29.2% |
| 6M | +3.0% | +54.4% | -51.3% | -40.0% |
| YTD | -11.4% | +31.7% | -43.1% | -38.0% |
| 1Y | -13.3% | +22.4% | -35.8% | -33.7% |
| 3Y | +194.0% | +67.7% | +126.3% | +26.9% |
| 5Y | -50.6% | +15.7% | -66.4% | -59.6% |
| All | -31.6% | +45.2% | -76.8% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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