-9.7%
AFRM vs AME
+22.0%
-31.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | -10.3% | +1.1% | -11.3% | -10.6% |
| 30D | -13.7% | -4.1% | -9.6% | -11.9% |
| 3M | -11.6% | -6.3% | -5.2% | -8.7% |
| 6M | +2.1% | +3.5% | -1.5% | -2.0% |
| YTD | -8.9% | +17.3% | -26.1% | -25.2% |
| 1Y | -9.7% | +22.0% | -31.7% | -30.5% |
| All | -9.7% | +22.0% | -31.7% | -30.5% |
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 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