+213.7%
AFRM vs AME
+62.2%
+151.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -4.6% |
| 7D | -7.3% | -5.2% | -2.1% | -3.2% |
| 30D | -9.6% | -8.0% | -1.5% | -2.8% |
| 3M | -11.1% | -8.9% | -2.2% | -4.2% |
| 6M | +3.9% | -5.0% | +8.8% | +6.7% |
| YTD | -8.5% | +11.9% | -20.4% | -22.6% |
| 1Y | +3.3% | +16.6% | -13.4% | -16.8% |
| 3Y | +213.7% | +62.5% | +151.3% | +177.4% |
| All | +213.7% | +62.2% | +151.5% | +177.4% |
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