-29.3%
AFRM vs AME
+91.6%
-120.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -5.6% |
| 7D | -7.3% | -5.2% | -2.1% | -1.5% |
| 30D | -9.6% | -8.0% | -1.5% | -0.1% |
| 3M | -11.1% | -8.9% | -2.2% | -1.7% |
| 6M | +3.9% | -5.0% | +8.8% | +7.3% |
| YTD | -8.5% | +11.9% | -20.4% | -27.3% |
| 1Y | +3.3% | +16.6% | -13.4% | -23.1% |
| 3Y | +213.7% | +62.5% | +151.3% | +30.6% |
| 5Y | -58.5% | +67.6% | -126.1% | -83.7% |
| All | -29.3% | +91.6% | -120.9% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling