-22.9%
AFRM vs AMCR
+10.0%
-32.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.7% | -4.4% |
| 7D | -8.0% | -6.3% | -1.7% | -5.8% |
| 30D | -9.8% | -7.1% | -2.6% | -7.3% |
| 3M | +4.7% | +12.7% | -8.0% | +1.5% |
| 6M | +34.1% | +5.2% | +29.0% | +30.2% |
| YTD | -8.4% | +8.1% | -16.5% | -14.7% |
| 1Y | -22.9% | +11.7% | -34.7% | -26.5% |
| All | -22.9% | +10.0% | -32.9% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling