-56.0%
AFRM vs A
+11.8%
-67.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.7% |
| 7D | -4.4% | -0.5% | -3.9% | -4.0% |
| 30D | -7.7% | 0.0% | -7.6% | -7.9% |
| 3M | -16.9% | +16.7% | -33.6% | -30.7% |
| 6M | +2.5% | +54.8% | -52.3% | -40.4% |
| YTD | -12.5% | +28.8% | -41.3% | -37.1% |
| 1Y | -11.0% | +19.3% | -30.3% | -29.9% |
| 3Y | +184.6% | +65.5% | +119.0% | +21.5% |
| All | -56.0% | +11.8% | -67.8% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling