-16.6%
AFRM vs A
+16.3%
-32.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -1.7% |
| 7D | -5.5% | +0.7% | -6.2% | -5.9% |
| 30D | -15.5% | +0.8% | -16.3% | -15.8% |
| 3M | -10.3% | +16.9% | -27.2% | -17.7% |
| 6M | +0.6% | +53.8% | -53.1% | -22.0% |
| YTD | -11.5% | +28.1% | -39.6% | -21.6% |
| 1Y | -16.6% | +15.0% | -31.6% | -17.1% |
| All | -16.6% | +16.3% | -32.9% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling