-24.9%
AFRM vs PR
+1,032.3%
-1,057.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.1% |
| 7D | -7.0% | +2.9% | -9.9% | -8.0% |
| 30D | -7.8% | +18.0% | -25.8% | -13.3% |
| 3M | +5.3% | +16.9% | -11.5% | -1.6% |
| 6M | +42.6% | +28.2% | +14.4% | +27.1% |
| YTD | -2.8% | +69.3% | -72.1% | -22.7% |
| 1Y | -19.3% | +69.5% | -88.8% | -36.5% |
| 3Y | +231.0% | +81.7% | +149.3% | +153.6% |
| 5Y | -22.2% | +422.2% | -444.5% | -53.8% |
| All | -24.9% | +1,032.3% | -1,057.2% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling