+12.7%
AFRM vs AR
-4.3%
+17.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.3% | +11.3% | +3.6% |
| 7D | +3.1% | -11.1% | +14.2% | +0.6% |
| 30D | +1.1% | +7.9% | -6.8% | +2.8% |
| 3M | -3.2% | +4.9% | -8.1% | -2.1% |
| 6M | +12.7% | -5.3% | +18.0% | +17.8% |
| All | +12.7% | -4.3% | +17.0% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling