+213.7%
AFRM vs P
+175.5%
+38.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.8% | -3.2% |
| 7D | -7.3% | -23.8% | +16.5% | -0.9% |
| 30D | -9.6% | -36.6% | +27.1% | +1.2% |
| 3M | -11.1% | +10.9% | -21.9% | -15.6% |
| 6M | +3.9% | +30.0% | -26.1% | -7.8% |
| YTD | -8.5% | +44.4% | -52.9% | -22.3% |
| 1Y | +3.3% | +3.9% | -0.7% | -5.3% |
| 3Y | +213.7% | +176.6% | +37.1% | +103.6% |
| All | +213.7% | +175.5% | +38.2% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling