-20.9%
AFRM vs BEN
+39.3%
-60.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -7.4% |
| 7D | -7.0% | +0.2% | -7.2% | -7.4% |
| 30D | -7.8% | -0.5% | -7.3% | -7.4% |
| 3M | +5.3% | +9.7% | -4.4% | -8.2% |
| 6M | +42.6% | +33.9% | +8.7% | -7.2% |
| YTD | -2.8% | +49.0% | -51.8% | -46.0% |
| 1Y | -19.3% | +42.1% | -61.4% | -52.8% |
| 3Y | +231.0% | +51.9% | +179.1% | +74.9% |
| All | -20.9% | +39.3% | -60.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling