-24.9%
AFRM vs AFL
+191.1%
-216.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -1.9% |
| 7D | -7.0% | +0.6% | -7.5% | -7.3% |
| 30D | -7.8% | -6.2% | -1.6% | -3.5% |
| 3M | +5.3% | +2.2% | +3.1% | +2.1% |
| 6M | +42.6% | +5.3% | +37.4% | +34.5% |
| YTD | -2.8% | +8.0% | -10.7% | -10.6% |
| 1Y | -19.3% | +10.2% | -29.5% | -27.9% |
| 3Y | +231.0% | +67.1% | +163.9% | +103.4% |
| 5Y | -22.2% | +135.6% | -157.8% | -62.7% |
| All | -24.9% | +191.1% | -216.1% | -70.6% |
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 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