-55.8%
AFRM vs A
+12.3%
-68.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -0.5% |
| 7D | -5.5% | +0.7% | -6.2% | -6.4% |
| 30D | -15.5% | +0.8% | -16.3% | -16.6% |
| 3M | -10.3% | +16.9% | -27.2% | -25.3% |
| 6M | +0.6% | +53.8% | -53.1% | -41.0% |
| YTD | -11.5% | +28.1% | -39.6% | -36.0% |
| 1Y | -16.6% | +15.0% | -31.6% | -31.1% |
| 3Y | +193.5% | +63.1% | +130.4% | +28.1% |
| 5Y | -55.8% | +11.5% | -67.3% | -62.5% |
| All | -55.8% | +12.3% | -68.1% | -62.5% |
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 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