-4.7%
AFRM vs COMP
-52.0%
+47.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.7% | -13.0% | -8.2% |
| 7D | -7.3% | +13.4% | -20.7% | -14.2% |
| 30D | -9.6% | +11.1% | -20.7% | -15.7% |
| 3M | -11.1% | -18.8% | +7.8% | -1.5% |
| 6M | +3.9% | +10.5% | -6.6% | -5.3% |
| YTD | -8.5% | -3.4% | -5.1% | -14.7% |
| 1Y | +3.3% | +19.7% | -16.4% | -15.4% |
| 3Y | +213.7% | +381.6% | -167.9% | -14.1% |
| 5Y | -58.5% | -17.6% | -40.9% | -69.4% |
| All | -4.7% | -52.0% | +47.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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