-20.9%
AFRM vs P
+276.6%
-297.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.3% |
| 7D | -7.0% | +6.5% | -13.5% | -10.2% |
| 30D | -7.8% | +18.8% | -26.6% | -17.9% |
| 3M | +5.3% | +26.7% | -21.4% | -10.8% |
| 6M | +42.6% | +62.2% | -19.5% | +1.0% |
| YTD | -2.8% | +48.5% | -51.3% | -29.9% |
| 1Y | -19.3% | +26.4% | -45.7% | -40.3% |
| 3Y | +231.0% | +159.4% | +71.6% | +0.8% |
| All | -20.9% | +276.6% | -297.6% | -83.3% |
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