+90.5%
AFRM vs AS
+139.2%
-48.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.1% | -0.1% | +2.3% |
| 7D | +3.1% | +13.8% | -10.7% | -3.7% |
| 30D | +1.1% | +16.7% | -15.5% | -6.7% |
| 3M | -3.2% | -11.5% | +8.3% | +2.6% |
| 6M | +12.7% | -5.5% | +18.2% | +14.8% |
| YTD | +1.6% | -14.2% | +15.7% | +8.2% |
| 1Y | +5.9% | +2.1% | +3.8% | +2.5% |
| All | +90.5% | +139.2% | -48.6% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling