+189.1%
AFRM vs PSLV
+179.9%
+9.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -6.0% |
| 7D | -8.0% | +3.3% | -11.3% | -8.7% |
| 30D | -9.8% | +2.1% | -11.9% | -10.3% |
| 3M | +4.7% | +7.1% | -2.5% | +2.8% |
| 6M | +34.1% | -21.6% | +55.7% | +39.6% |
| YTD | -8.4% | -6.7% | -1.7% | -14.1% |
| 1Y | -22.9% | +59.3% | -82.2% | -43.8% |
| All | +189.1% | +179.9% | +9.2% | +41.6% |
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