+229.9%
AFRM vs A
+26.9%
+203.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.0% |
| 7D | -7.0% | -1.9% | -5.0% | -5.6% |
| 30D | -7.8% | +6.9% | -14.7% | -12.1% |
| 3M | +5.3% | +9.2% | -3.9% | -1.6% |
| 6M | +42.6% | +25.7% | +17.0% | +18.8% |
| YTD | -2.8% | +11.5% | -14.3% | -11.0% |
| 1Y | -19.3% | +18.4% | -37.7% | -30.0% |
| All | +229.9% | +26.9% | +203.0% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling