+213.7%
AFRM vs PTC
+32.2%
+181.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.4% |
| 7D | -7.3% | -0.2% | -7.1% | -7.1% |
| 30D | -9.6% | +0.8% | -10.3% | -9.9% |
| 3M | -11.1% | +32.1% | -43.2% | -27.2% |
| 6M | +3.9% | +42.6% | -38.8% | -22.8% |
| YTD | -8.5% | +12.0% | -20.5% | -13.3% |
| 1Y | +3.3% | +12.2% | -8.9% | -2.3% |
| 3Y | +213.7% | +31.2% | +182.5% | +188.6% |
| All | +213.7% | +32.2% | +181.6% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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