-29.4%
AFRM vs AFL
+211.0%
-240.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.8% |
| 7D | -7.5% | +0.5% | -8.0% | -7.9% |
| 30D | -15.7% | +9.3% | -25.0% | -21.3% |
| 3M | -9.6% | +1.0% | -10.6% | -10.7% |
| 6M | +6.3% | +11.8% | -5.6% | -4.3% |
| YTD | -8.6% | +15.3% | -23.9% | -20.2% |
| 1Y | -7.6% | +12.1% | -19.6% | -17.6% |
| 3Y | +173.7% | +65.0% | +108.7% | +70.4% |
| 5Y | -56.9% | +149.1% | -206.0% | -80.3% |
| All | -29.4% | +211.0% | -240.4% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling