-31.6%
AFRM vs AR
+395.1%
-426.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -4.7% |
| 7D | -8.4% | -5.8% | -2.6% | -6.6% |
| 30D | -18.3% | +4.8% | -23.1% | -20.1% |
| 3M | -12.7% | +1.5% | -14.2% | -14.1% |
| 6M | +3.0% | +4.7% | -1.7% | -0.9% |
| YTD | -11.4% | +9.2% | -20.6% | -18.1% |
| 1Y | -13.3% | +11.2% | -24.5% | -21.0% |
| 3Y | +194.0% | +46.2% | +147.8% | +136.8% |
| 5Y | -50.6% | +98.1% | -148.7% | -60.1% |
| All | -31.6% | +395.1% | -426.7% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling