+5.8%
AFRM vs COMP
-52.8%
+58.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.7% | -2.7% | +0.7% |
| 7D | +3.1% | +9.5% | -6.4% | -2.1% |
| 30D | +1.1% | +8.1% | -6.9% | -3.7% |
| 3M | -3.2% | -16.3% | +13.1% | +5.8% |
| 6M | +12.7% | +42.2% | -29.5% | -13.5% |
| YTD | +1.6% | -5.0% | +6.6% | -3.9% |
| 1Y | +5.9% | +20.1% | -14.2% | -13.1% |
| 3Y | +237.0% | +358.4% | -121.4% | -4.3% |
| 5Y | -55.1% | -21.9% | -33.2% | -65.8% |
| All | +5.8% | -52.8% | +58.5% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling