-20.9%
AFRM vs FIVE
+31.2%
-52.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -6.4% |
| 7D | -7.0% | +4.3% | -11.2% | -10.1% |
| 30D | -7.8% | +12.5% | -20.3% | -16.6% |
| 3M | +5.3% | +31.2% | -25.9% | -16.1% |
| 6M | +42.6% | +14.4% | +28.3% | +21.5% |
| YTD | -2.8% | +33.9% | -36.7% | -27.5% |
| 1Y | -19.3% | +65.1% | -84.4% | -50.1% |
| 3Y | +231.0% | +49.0% | +182.0% | +98.7% |
| All | -20.9% | +31.2% | -52.2% | -48.2% |
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 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