-25.2%
AFRM vs NYT
+53.4%
-78.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | +3.1% | +0.3% | +2.7% | +2.7% |
| 30D | -4.2% | +7.0% | -11.2% | -9.6% |
| 3M | +10.1% | -7.9% | +18.0% | +14.7% |
| 6M | +39.4% | -15.0% | +54.4% | +52.5% |
| YTD | -3.2% | -1.3% | -1.9% | -9.1% |
| 1Y | -16.1% | +16.9% | -33.0% | -34.0% |
| 3Y | +220.8% | +58.9% | +161.9% | +64.3% |
| 5Y | -17.7% | +40.9% | -58.5% | -56.4% |
| All | -25.2% | +53.4% | -78.6% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling