-24.9%
AFRM vs AR
+418.6%
-443.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -7.0% | +2.5% | -9.5% | -7.9% |
| 30D | -7.8% | +14.8% | -22.6% | -12.6% |
| 3M | +5.3% | +6.2% | -0.9% | +2.0% |
| 6M | +42.6% | +4.3% | +38.4% | +37.4% |
| YTD | -2.8% | +14.4% | -17.2% | -10.8% |
| 1Y | -19.3% | +21.3% | -40.6% | -28.4% |
| 3Y | +231.0% | +39.8% | +191.2% | +173.2% |
| 5Y | -22.2% | +142.1% | -164.3% | -38.6% |
| All | -24.9% | +418.6% | -443.5% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling