-11.0%
AFRM vs AME
+24.0%
-35.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | +5.9% | -10.3% | -7.3% |
| 30D | -7.7% | -1.9% | -5.7% | -7.0% |
| 3M | -16.9% | -5.4% | -11.5% | -14.6% |
| 6M | +2.5% | +4.9% | -2.4% | -2.3% |
| YTD | -12.5% | +18.5% | -31.0% | -27.7% |
| 1Y | -11.0% | +25.5% | -36.5% | -32.1% |
| All | -11.0% | +24.0% | -35.0% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling