+1.3%
AFRM vs COMP
-47.7%
+48.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.9% |
| 7D | -7.0% | +1.4% | -8.3% | -7.6% |
| 30D | -7.8% | -13.3% | +5.5% | -0.2% |
| 3M | +5.3% | +41.1% | -35.8% | -14.1% |
| 6M | +42.6% | +17.2% | +25.5% | +22.2% |
| YTD | -2.8% | +5.2% | -8.0% | -12.5% |
| 1Y | -19.3% | +18.9% | -38.2% | -34.1% |
| 3Y | +231.0% | +215.9% | +15.1% | +21.6% |
| 5Y | -22.2% | -31.2% | +8.9% | -36.7% |
| All | +1.3% | -47.7% | +48.9% | -5.0% |
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