-56.0%
AFRM vs NYT
+60.3%
-116.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.7% |
| 7D | -4.4% | +6.5% | -10.9% | -9.7% |
| 30D | -7.7% | +8.4% | -16.1% | -14.4% |
| 3M | -16.9% | +13.9% | -30.8% | -27.0% |
| 6M | +2.5% | -4.8% | +7.3% | +1.9% |
| YTD | -12.5% | +6.2% | -18.7% | -24.9% |
| 1Y | -11.0% | +14.3% | -25.3% | -29.6% |
| 3Y | +184.6% | +73.6% | +111.0% | +18.4% |
| All | -56.0% | +60.3% | -116.3% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling