+184.6%
AFRM vs PSLV
+110.4%
+74.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | -4.4% | -6.3% | +1.9% | -2.8% |
| 30D | -7.7% | -12.7% | +5.0% | -4.5% |
| 3M | -16.9% | -24.7% | +7.9% | -11.0% |
| 6M | +2.5% | -44.6% | +47.1% | +16.3% |
| YTD | -12.5% | -33.3% | +20.8% | -10.9% |
| 1Y | -11.0% | -8.6% | -2.5% | -20.7% |
| 3Y | +184.6% | +108.2% | +76.4% | +50.7% |
| All | +184.6% | +110.4% | +74.2% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling