-20.9%
AFRM vs A
-12.8%
-8.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.3% |
| 7D | -7.0% | -1.9% | -5.0% | -4.8% |
| 30D | -7.8% | +6.9% | -14.7% | -14.6% |
| 3M | +5.3% | +9.2% | -3.9% | -5.6% |
| 6M | +42.6% | +25.7% | +17.0% | +5.5% |
| YTD | -2.8% | +11.5% | -14.3% | -17.3% |
| 1Y | -19.3% | +18.4% | -37.7% | -37.5% |
| 3Y | +231.0% | +26.6% | +204.4% | +106.1% |
| All | -20.9% | -12.8% | -8.1% | +10.8% |
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