-25.2%
AFRM vs BEN
+69.9%
-95.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.1% |
| 7D | +3.1% | +4.7% | -1.6% | -2.8% |
| 30D | -4.2% | +2.6% | -6.8% | -7.4% |
| 3M | +10.1% | +11.5% | -1.4% | -4.4% |
| 6M | +39.4% | +35.3% | +4.1% | -5.4% |
| YTD | -3.2% | +48.6% | -51.8% | -41.7% |
| 1Y | -16.1% | +46.7% | -62.8% | -49.3% |
| 3Y | +220.8% | +57.0% | +163.8% | +80.1% |
| 5Y | -17.7% | +41.8% | -59.5% | -43.8% |
| All | -25.2% | +69.9% | -95.1% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BEN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling