-11.2%
AFRM vs AME
-12.2%
+1.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.9% | -1.9% | -5.9% |
| 7D | -6.9% | -11.4% | +4.5% | -3.9% |
| 30D | -7.0% | -12.1% | +5.1% | -4.2% |
| 3M | -11.2% | -12.3% | +1.1% | -10.2% |
| All | -11.2% | -12.2% | +1.0% | -10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling