-29.3%
AFRM vs FIVE
+24.3%
-53.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -7.3% | -0.3% | -7.0% | -7.0% |
| 30D | -9.6% | +17.7% | -27.2% | -19.4% |
| 3M | -11.1% | +4.0% | -15.0% | -15.0% |
| 6M | +3.9% | +2.6% | +1.2% | -3.1% |
| YTD | -8.5% | +27.6% | -36.1% | -28.9% |
| 1Y | +3.3% | +59.9% | -56.7% | -32.8% |
| 3Y | +213.7% | +35.8% | +178.0% | +107.6% |
| 5Y | -58.5% | +14.4% | -73.0% | -69.2% |
| All | -29.3% | +24.3% | -53.6% | -50.2% |
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