-57.6%
AFRM vs COMP
-28.0%
-29.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -8.2% | +0.3% | -3.2% |
| 7D | -6.9% | -1.8% | -5.1% | -6.0% |
| 30D | -7.0% | -0.8% | -6.2% | -7.1% |
| 3M | -11.2% | -28.1% | +16.9% | +6.1% |
| 6M | +4.3% | +27.0% | -22.7% | -14.8% |
| YTD | -6.4% | -12.8% | +6.4% | -7.2% |
| 1Y | -2.6% | +4.9% | -7.5% | -13.6% |
| 3Y | +210.6% | +321.0% | -110.4% | -9.9% |
| 5Y | -57.6% | -25.6% | -32.0% | -65.2% |
| All | -57.6% | -28.0% | -29.6% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling