+229.9%
AFRM vs AME
+50.7%
+179.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -4.1% |
| 7D | -7.0% | +0.6% | -7.6% | -7.5% |
| 30D | -7.8% | -6.7% | -1.1% | -1.5% |
| 3M | +5.3% | +4.1% | +1.2% | 0.0% |
| 6M | +42.6% | +1.6% | +41.1% | +37.5% |
| YTD | -2.8% | +16.1% | -18.9% | -20.0% |
| 1Y | -19.3% | +27.3% | -46.6% | -41.2% |
| All | +229.9% | +50.7% | +179.2% | +82.7% |
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