-31.6%
AFRM vs P
+336.9%
-368.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.6% |
| 7D | -8.4% | -13.3% | +5.0% | -2.2% |
| 30D | -18.3% | -34.0% | +15.7% | -0.7% |
| 3M | -12.7% | +4.1% | -16.8% | -19.6% |
| 6M | +3.0% | +30.5% | -27.4% | -20.8% |
| YTD | -11.4% | +52.2% | -63.6% | -40.4% |
| 1Y | -13.3% | +10.3% | -23.6% | -32.6% |
| 3Y | +194.0% | +180.9% | +13.2% | -19.6% |
| 5Y | -50.6% | +259.7% | -310.3% | -89.0% |
| All | -31.6% | +336.9% | -368.5% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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