+220.9%
AFRM vs AR
+20.9%
+199.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.0% | -6.9% |
| 7D | -6.9% | -11.7% | +4.8% | -3.3% |
| 30D | -7.0% | +1.8% | -8.8% | -8.0% |
| 3M | -11.2% | +6.0% | -17.2% | -14.1% |
| 6M | +4.3% | -7.0% | +11.3% | +5.2% |
| YTD | -6.4% | +5.6% | -12.0% | -13.1% |
| 1Y | -2.6% | +10.8% | -13.4% | -12.6% |
| All | +220.9% | +20.9% | +199.9% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling