+229.9%
AFRM vs PTC
-3.9%
+233.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | +2.4% |
| 7D | -7.0% | -10.3% | +3.3% | +1.6% |
| 30D | -7.8% | +1.1% | -8.9% | -9.3% |
| 3M | +5.3% | +1.6% | +3.7% | +1.1% |
| 6M | +42.6% | -13.5% | +56.1% | +60.4% |
| YTD | -2.8% | -19.1% | +16.3% | +17.2% |
| 1Y | -19.3% | -33.9% | +14.6% | +20.7% |
| All | +229.9% | -3.9% | +233.8% | +151.8% |
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