-2.6%
AFRM vs AS
0.0%
-2.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.3% | -5.6% | -6.7% |
| 7D | -6.9% | +7.1% | -14.0% | -10.0% |
| 30D | -7.0% | +12.8% | -19.8% | -12.3% |
| 3M | -11.2% | -14.7% | +3.5% | -4.4% |
| 6M | +4.3% | -9.9% | +14.2% | +8.5% |
| YTD | -6.4% | -16.1% | +9.7% | +0.6% |
| 1Y | -2.6% | +0.2% | -2.8% | -4.1% |
| All | -2.6% | 0.0% | -2.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling