-29.3%
AFRM vs M
+118.9%
-148.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | +0.3% |
| 7D | -7.3% | -4.3% | -3.0% | -5.0% |
| 30D | -9.6% | +1.3% | -10.8% | -10.1% |
| 3M | -11.1% | -7.4% | -3.7% | -7.5% |
| 6M | +3.9% | +18.3% | -14.5% | -6.2% |
| YTD | -8.5% | +7.6% | -16.1% | -14.1% |
| 1Y | +3.3% | +17.4% | -14.1% | -8.3% |
| 3Y | +213.7% | +108.4% | +105.4% | +79.0% |
| 5Y | -58.5% | -10.6% | -47.9% | -64.9% |
| All | -29.3% | +118.9% | -148.2% | -43.5% |
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