-32.4%
AFRM vs AFL
+217.0%
-249.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -4.4% | +2.9% | -7.3% | -6.4% |
| 30D | -7.7% | +8.0% | -15.6% | -12.8% |
| 3M | -16.9% | +5.9% | -22.8% | -20.7% |
| 6M | +2.5% | +11.6% | -9.1% | -7.5% |
| YTD | -12.5% | +17.5% | -30.1% | -24.7% |
| 1Y | -11.0% | +13.3% | -24.3% | -21.2% |
| 3Y | +184.6% | +67.0% | +117.6% | +75.9% |
| 5Y | -56.3% | +150.6% | -206.9% | -80.3% |
| All | -32.4% | +217.0% | -249.4% | -75.2% |
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