-31.6%
AFRM vs FIVE
+31.1%
-62.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -8.4% | +7.3% | -15.7% | -12.8% |
| 30D | -18.3% | +18.1% | -36.3% | -27.5% |
| 3M | -12.7% | +7.7% | -20.4% | -18.4% |
| 6M | +3.0% | +13.6% | -10.6% | -10.6% |
| YTD | -11.4% | +34.6% | -46.0% | -33.8% |
| 1Y | -13.3% | +66.2% | -79.6% | -45.2% |
| 3Y | +194.0% | +43.5% | +150.6% | +86.9% |
| 5Y | -50.6% | +20.7% | -71.3% | -64.8% |
| All | -31.6% | +31.1% | -62.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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