-19.3%
AFRM vs AR
+22.7%
-42.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.7% |
| 7D | -7.0% | +2.5% | -9.5% | -6.7% |
| 30D | -7.8% | +14.8% | -22.6% | -6.4% |
| 3M | +5.3% | +6.2% | -0.9% | +6.8% |
| 6M | +42.6% | +4.3% | +38.4% | +43.0% |
| YTD | -2.8% | +14.4% | -17.2% | -2.8% |
| 1Y | -19.3% | +21.3% | -40.6% | -21.2% |
| All | -19.3% | +22.7% | -42.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling