+3.3%
AFRM vs REPL
+152.6%
-149.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.0% | -10.2% | -2.0% |
| 7D | -7.3% | +22.8% | -30.1% | -6.8% |
| 30D | -9.6% | +63.8% | -73.3% | -8.4% |
| 3M | -11.1% | +68.1% | -79.2% | -9.8% |
| 6M | +3.9% | +528.5% | -524.6% | +14.0% |
| YTD | -8.5% | +122.4% | -130.9% | -4.8% |
| 1Y | +3.3% | +154.4% | -151.1% | +5.2% |
| All | +3.3% | +152.6% | -149.3% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling