-24.9%
AFRM vs AME
+98.8%
-123.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -4.7% |
| 7D | -7.0% | +0.6% | -7.6% | -7.7% |
| 30D | -7.8% | -6.7% | -1.1% | +0.7% |
| 3M | +5.3% | +4.1% | +1.2% | -1.8% |
| 6M | +42.6% | +1.6% | +41.1% | +35.1% |
| YTD | -2.8% | +16.1% | -18.9% | -25.1% |
| 1Y | -19.3% | +27.3% | -46.6% | -47.0% |
| 3Y | +231.0% | +50.9% | +180.1% | +63.3% |
| 5Y | -22.2% | +81.4% | -103.6% | -71.2% |
| All | -24.9% | +98.8% | -123.8% | -73.2% |
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 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