-27.7%
AFRM vs M
+129.4%
-157.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.9% | -2.0% | -4.7% |
| 7D | -6.9% | -2.1% | -4.8% | -5.7% |
| 30D | -7.0% | +7.7% | -14.7% | -10.5% |
| 3M | -11.2% | -4.4% | -6.9% | -9.2% |
| 6M | +4.3% | +27.5% | -23.2% | -9.6% |
| YTD | -6.4% | +12.8% | -19.2% | -14.3% |
| 1Y | -2.6% | +20.7% | -23.3% | -14.7% |
| 3Y | +210.6% | +111.3% | +99.3% | +76.3% |
| 5Y | -57.6% | -6.3% | -51.3% | -65.0% |
| All | -27.7% | +129.4% | -157.1% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling