-58.3%
AFRM vs P
+247.4%
-305.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.8% | -4.0% |
| 7D | -7.3% | -23.8% | +16.5% | +4.7% |
| 30D | -9.6% | -36.6% | +27.1% | +11.0% |
| 3M | -11.1% | +10.9% | -21.9% | -20.6% |
| 6M | +3.9% | +30.0% | -26.1% | -19.0% |
| YTD | -8.5% | +44.4% | -52.9% | -35.1% |
| 1Y | +3.3% | +3.9% | -0.7% | -15.7% |
| 3Y | +213.7% | +176.6% | +37.1% | -15.3% |
| All | -58.3% | +247.4% | -305.7% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling