-31.7%
AFRM vs REPL
-48.2%
+16.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.9% | -3.0% |
| 7D | -5.5% | +9.8% | -15.3% | -6.3% |
| 30D | -15.5% | +81.5% | -97.0% | -19.8% |
| 3M | -10.3% | +44.2% | -54.5% | -13.4% |
| 6M | +0.6% | +437.4% | -436.8% | -20.8% |
| YTD | -11.5% | +126.1% | -137.7% | -29.0% |
| 1Y | -16.6% | +143.1% | -159.7% | -33.9% |
| 3Y | +193.5% | +97.8% | +95.7% | +36.4% |
| 5Y | -55.8% | -34.3% | -21.5% | -70.5% |
| All | -31.7% | -48.2% | +16.5% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling