-29.4%
AFRM vs A
+47.1%
-76.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -3.5% |
| 7D | -7.5% | +4.8% | -12.3% | -12.2% |
| 30D | -15.7% | +5.6% | -21.3% | -21.0% |
| 3M | -9.6% | +23.6% | -33.2% | -29.3% |
| 6M | +6.3% | +56.4% | -50.1% | -39.0% |
| YTD | -8.6% | +33.4% | -42.0% | -36.9% |
| 1Y | -7.6% | +23.7% | -31.3% | -30.1% |
| 3Y | +173.7% | +71.0% | +102.7% | +15.0% |
| 5Y | -56.9% | +16.8% | -73.7% | -65.1% |
| All | -29.4% | +47.1% | -76.5% | -53.1% |
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