-10.6%
AFRM vs AME
+21.9%
-32.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -2.4% |
| 7D | -7.5% | -1.5% | -6.0% | -7.1% |
| 30D | -15.7% | -4.2% | -11.5% | -13.9% |
| 3M | -9.6% | -5.9% | -3.7% | -7.0% |
| 6M | +6.3% | +2.8% | +3.5% | +2.4% |
| YTD | -8.6% | +16.6% | -25.2% | -24.8% |
| All | -10.6% | +21.9% | -32.5% | -30.8% |
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