+229.9%
AFRM vs PR
+73.2%
+156.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -7.0% | +2.9% | -9.9% | -8.2% |
| 30D | -7.8% | +18.0% | -25.8% | -14.6% |
| 3M | +5.3% | +16.9% | -11.5% | -3.3% |
| 6M | +42.6% | +28.2% | +14.4% | +21.4% |
| YTD | -2.8% | +69.3% | -72.1% | -31.0% |
| 1Y | -19.3% | +69.5% | -88.8% | -43.7% |
| All | +229.9% | +73.2% | +156.7% | +110.3% |
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