+220.8%
AFRM vs AMCR
+10.1%
+210.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.7% |
| 7D | +3.1% | -1.8% | +4.9% | +4.3% |
| 30D | -4.2% | -6.0% | +1.8% | -0.4% |
| 3M | +10.1% | +18.9% | -8.8% | -1.1% |
| 6M | +39.4% | +5.7% | +33.8% | +34.4% |
| YTD | -3.2% | +11.1% | -14.3% | -12.8% |
| 1Y | -16.1% | +12.7% | -28.8% | -25.6% |
| 3Y | +220.8% | +9.6% | +211.2% | +163.6% |
| All | +220.8% | +10.1% | +210.7% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling