-29.3%
AFRM vs REPL
-49.0%
+19.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.0% | -10.2% | -2.9% |
| 7D | -7.3% | +22.8% | -30.1% | -8.9% |
| 30D | -9.6% | +63.8% | -73.3% | -13.4% |
| 3M | -11.1% | +68.1% | -79.2% | -15.3% |
| 6M | +3.9% | +528.5% | -524.6% | -20.1% |
| YTD | -8.5% | +122.4% | -130.9% | -26.4% |
| 1Y | +3.3% | +154.4% | -151.1% | -18.8% |
| 3Y | +213.7% | +68.0% | +145.7% | +56.2% |
| 5Y | -58.5% | -35.4% | -23.2% | -72.2% |
| All | -29.3% | -49.0% | +19.7% | -51.3% |
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