-29.4%
AFRM vs AME
+99.6%
-129.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -5.6% |
| 7D | -7.5% | -1.5% | -6.0% | -6.7% |
| 30D | -15.7% | -4.2% | -11.5% | -12.0% |
| 3M | -9.6% | -5.9% | -3.7% | -4.3% |
| 6M | +6.3% | +2.8% | +3.5% | -1.4% |
| YTD | -8.6% | +16.6% | -25.2% | -31.3% |
| 1Y | -7.6% | +22.1% | -29.7% | -35.3% |
| 3Y | +173.7% | +64.7% | +109.0% | +13.3% |
| 5Y | -56.9% | +76.6% | -133.5% | -84.1% |
| All | -29.4% | +99.6% | -129.0% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling