-57.6%
AFRM vs FIVE
+15.3%
-72.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.3% | -3.6% | -4.8% |
| 7D | -6.9% | -1.7% | -5.2% | -5.6% |
| 30D | -7.0% | +14.9% | -21.9% | -15.9% |
| 3M | -11.2% | +7.6% | -18.9% | -17.5% |
| 6M | +4.3% | +6.4% | -2.1% | -5.8% |
| YTD | -6.4% | +28.1% | -34.5% | -28.1% |
| 1Y | -2.6% | +54.7% | -57.3% | -35.7% |
| 3Y | +210.6% | +36.1% | +174.5% | +107.3% |
| 5Y | -57.6% | +14.9% | -72.5% | -69.3% |
| All | -57.6% | +15.3% | -72.9% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling