+220.9%
AFRM vs PL
+403.1%
-182.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -10.1% | +2.3% | -5.4% |
| 7D | -6.9% | -20.5% | +13.6% | -1.9% |
| 30D | -7.0% | -38.8% | +31.8% | +4.1% |
| 3M | -11.2% | -49.1% | +37.9% | +3.2% |
| 6M | +4.3% | -69.4% | +73.6% | +33.0% |
| YTD | -6.4% | -42.3% | +35.9% | -3.5% |
| 1Y | -2.6% | -14.2% | +11.6% | -12.5% |
| All | +220.9% | +403.1% | -182.2% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling