-24.9%
AFRM vs AMCR
+3.3%
-28.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -7.0% | -1.9% | -5.1% | -5.3% |
| 30D | -7.8% | -4.1% | -3.7% | -4.4% |
| 3M | +5.3% | +21.7% | -16.4% | -11.6% |
| 6M | +42.6% | +1.5% | +41.2% | +39.2% |
| YTD | -2.8% | +13.1% | -15.9% | -17.3% |
| 1Y | -19.3% | +16.5% | -35.8% | -33.9% |
| 3Y | +231.0% | +10.3% | +220.7% | +173.7% |
| 5Y | -22.2% | -7.7% | -14.6% | -15.8% |
| All | -24.9% | +3.3% | -28.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling