+71.7%
AFRM vs AS
+134.9%
-63.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -7.3% | +6.9% | -14.2% | -10.4% |
| 30D | -9.6% | +16.0% | -25.6% | -16.2% |
| 3M | -11.1% | -12.8% | +1.8% | -4.9% |
| 6M | +3.9% | -15.4% | +19.2% | +12.5% |
| YTD | -8.5% | -15.7% | +7.3% | -1.5% |
| 1Y | +3.3% | +6.1% | -2.8% | -2.2% |
| All | +71.7% | +134.9% | -63.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling