-31.7%
AFRM vs M
+130.7%
-162.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -1.8% |
| 7D | -5.5% | +0.6% | -6.1% | -6.1% |
| 30D | -15.5% | +7.0% | -22.5% | -18.6% |
| 3M | -10.3% | +3.1% | -13.4% | -12.2% |
| 6M | +0.6% | +33.5% | -32.9% | -14.8% |
| YTD | -11.5% | +13.4% | -24.9% | -19.5% |
| 1Y | -16.6% | +22.4% | -39.0% | -27.8% |
| 3Y | +193.5% | +150.9% | +42.7% | +50.4% |
| 5Y | -55.8% | -3.0% | -52.8% | -63.8% |
| All | -31.7% | +130.7% | -162.4% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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