-13.3%
AFRM vs A
+22.0%
-35.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.4% |
| 7D | -8.4% | +1.4% | -9.7% | -9.0% |
| 30D | -18.3% | +4.3% | -22.6% | -20.1% |
| 3M | -12.7% | +19.8% | -32.5% | -21.0% |
| 6M | +3.0% | +54.4% | -51.3% | -20.0% |
| YTD | -11.4% | +31.7% | -43.1% | -22.5% |
| 1Y | -13.3% | +22.4% | -35.8% | -18.5% |
| All | -13.3% | +22.0% | -35.3% | -18.5% |
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