-29.4%
AFRM vs NYT
+50.2%
-79.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.5% | -0.7% | -7.8% | -7.9% |
| 30D | -11.4% | +4.5% | -15.8% | -14.6% |
| 3M | +8.2% | -8.5% | +16.8% | +13.3% |
| 6M | +36.6% | -15.1% | +51.7% | +49.3% |
| YTD | -8.7% | -3.3% | -5.4% | -12.7% |
| 1Y | -19.9% | +17.0% | -36.9% | -37.2% |
| 3Y | +202.6% | +55.7% | +146.9% | +57.8% |
| 5Y | -45.0% | +38.9% | -83.9% | -70.5% |
| All | -29.4% | +50.2% | -79.7% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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