+220.9%
AFRM vs M
+110.5%
+110.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.9% | -2.0% | -5.3% |
| 7D | -6.9% | -2.1% | -4.8% | -5.9% |
| 30D | -7.0% | +7.7% | -14.7% | -9.7% |
| 3M | -11.2% | -4.4% | -6.9% | -9.6% |
| 6M | +4.3% | +27.5% | -23.2% | -6.2% |
| YTD | -6.4% | +12.8% | -19.2% | -12.1% |
| 1Y | -2.6% | +20.7% | -23.3% | -11.7% |
| All | +220.9% | +110.5% | +110.4% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling