-34.6%
AFRM vs NYT
+38.8%
-73.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.7% |
| 7D | -1.3% | -0.6% | -0.7% | -0.6% |
| 30D | -2.7% | +4.6% | -7.3% | -6.5% |
| 3M | +7.4% | -9.6% | +17.0% | +14.0% |
| 6M | +40.7% | -14.0% | +54.7% | +52.6% |
| YTD | -4.0% | -2.8% | -1.2% | -9.5% |
| 1Y | -12.2% | +15.6% | -27.8% | -32.2% |
| 3Y | +203.1% | +56.3% | +146.8% | +42.1% |
| All | -34.6% | +38.8% | -73.4% | -73.3% |
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