-57.6%
AFRM vs PR
+225.6%
-283.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.9% | -3.0% | -5.6% |
| 7D | -6.9% | -16.5% | +9.6% | +0.9% |
| 30D | -7.0% | -4.5% | -2.5% | -5.7% |
| 3M | -11.2% | +8.5% | -19.8% | -16.3% |
| 6M | +4.3% | -3.3% | +7.6% | +2.2% |
| YTD | -6.4% | +55.7% | -62.1% | -30.6% |
| 1Y | -2.6% | +82.0% | -84.6% | -34.5% |
| 3Y | +210.6% | +62.5% | +148.1% | +118.6% |
| 5Y | -57.6% | +223.9% | -281.5% | -80.0% |
| All | -57.6% | +225.6% | -283.2% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling