-13.3%
AFRM vs AFL
+14.1%
-27.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -2.8% |
| 7D | -8.4% | +2.1% | -10.5% | -7.9% |
| 30D | -18.3% | +10.6% | -28.8% | -16.1% |
| 3M | -12.7% | +4.4% | -17.1% | -11.9% |
| 6M | +3.0% | +13.1% | -10.1% | +4.1% |
| YTD | -11.4% | +16.6% | -28.0% | -9.4% |
| 1Y | -13.3% | +13.8% | -27.2% | -8.6% |
| All | -13.3% | +14.1% | -27.4% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling