-9.7%
AFRM vs AR
+11.6%
-21.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +3.2% |
| 7D | -10.3% | +2.1% | -12.3% | -9.8% |
| 30D | -13.7% | +4.5% | -18.2% | -12.6% |
| 3M | -11.6% | +1.0% | -12.6% | -11.1% |
| 6M | +2.1% | +4.4% | -2.3% | +4.5% |
| YTD | -8.9% | +10.9% | -19.7% | -4.9% |
| 1Y | -9.7% | +8.6% | -18.3% | -4.8% |
| All | -9.7% | +11.6% | -21.3% | -4.8% |
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