+248.2%
AFRM vs PR
+69.4%
+178.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.5% | +11.6% | +7.4% |
| 7D | +3.1% | -12.1% | +15.2% | +7.9% |
| 30D | +1.1% | +0.9% | +0.2% | -0.2% |
| 3M | -3.2% | +10.1% | -13.4% | -8.8% |
| 6M | +12.7% | +1.1% | +11.6% | +9.3% |
| YTD | +1.6% | +63.7% | -62.1% | -27.9% |
| 1Y | +5.9% | +87.0% | -81.2% | -32.2% |
| All | +248.2% | +69.4% | +178.8% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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