+213.7%
AFRM vs AR
+19.9%
+193.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -7.3% | -14.3% | +7.0% | -2.7% |
| 30D | -9.6% | +1.4% | -11.0% | -10.5% |
| 3M | -11.1% | +3.4% | -14.4% | -13.2% |
| 6M | +3.9% | -2.1% | +5.9% | +2.6% |
| YTD | -8.5% | +4.7% | -13.2% | -14.8% |
| 1Y | +3.3% | +10.6% | -7.3% | -7.4% |
| 3Y | +213.7% | +24.6% | +189.1% | +184.4% |
| All | +213.7% | +19.9% | +193.8% | +184.4% |
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