-29.3%
AFRM vs AFL
+185.0%
-214.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.2% |
| 7D | -8.0% | -2.1% | -5.9% | -6.5% |
| 30D | -9.8% | -5.4% | -4.4% | -6.2% |
| 3M | +4.7% | -0.3% | +4.9% | +3.7% |
| 6M | +34.1% | +5.2% | +28.9% | +26.4% |
| YTD | -8.4% | +5.7% | -14.1% | -14.4% |
| 1Y | -22.9% | +10.2% | -33.1% | -31.3% |
| 3Y | +203.3% | +63.4% | +139.9% | +89.6% |
| 5Y | -26.0% | +133.0% | -159.0% | -63.9% |
| All | -29.3% | +185.0% | -214.3% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling