-19.9%
AFRM vs PSLV
+50.0%
-69.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.4% |
| 7D | -8.5% | -4.9% | -3.6% | -8.0% |
| 30D | -11.4% | -1.9% | -9.5% | -11.2% |
| 3M | +8.2% | +4.2% | +4.1% | +7.6% |
| 6M | +36.6% | -27.6% | +64.2% | +38.4% |
| YTD | -8.7% | -11.7% | +3.0% | -7.3% |
| 1Y | -19.9% | +49.3% | -69.2% | -16.7% |
| All | -19.9% | +50.0% | -69.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling