-12.6%
AFRM vs PL
+28.1%
-40.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.4% | -12.6% | -6.4% |
| 7D | -7.3% | -6.8% | -0.5% | -5.3% |
| 30D | -9.6% | -29.3% | +19.7% | +2.9% |
| 3M | -11.1% | -44.8% | +33.7% | +10.5% |
| 6M | +3.9% | -68.4% | +72.2% | +53.3% |
| YTD | -8.5% | -36.4% | +27.9% | -10.2% |
| 1Y | +3.3% | +0.7% | +2.5% | -22.7% |
| 3Y | +213.7% | +455.3% | -241.6% | -43.4% |
| 5Y | -58.5% | +22.7% | -81.2% | -83.6% |
| All | -12.6% | +28.1% | -40.7% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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