+194.0%
AFRM vs AME
+63.2%
+130.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.4% | -4.1% | -4.2% | -5.1% |
| 30D | -18.3% | -4.1% | -14.1% | -15.5% |
| 3M | -12.7% | -5.6% | -7.1% | -8.9% |
| 6M | +3.0% | +2.8% | +0.2% | -2.2% |
| YTD | -11.4% | +16.6% | -28.0% | -28.5% |
| 1Y | -13.3% | +21.1% | -34.4% | -33.1% |
| 3Y | +194.0% | +61.1% | +132.9% | +95.9% |
| All | +194.0% | +63.2% | +130.8% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling