+220.9%
AFRM vs REPL
+37.4%
+183.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.2% | -4.6% | -7.8% |
| 7D | -6.9% | +15.1% | -22.0% | -7.2% |
| 30D | -7.0% | +51.1% | -58.1% | -7.8% |
| 3M | -11.2% | +69.2% | -80.5% | -12.3% |
| 6M | +4.3% | +597.6% | -593.3% | -2.9% |
| YTD | -6.4% | +106.0% | -112.4% | -10.5% |
| 1Y | -2.6% | +133.3% | -135.9% | -7.6% |
| All | +220.9% | +37.4% | +183.5% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling