-56.9%
AFRM vs REPL
-33.0%
-23.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.3% |
| 7D | -7.5% | +14.2% | -21.8% | -8.5% |
| 30D | -15.7% | +65.9% | -81.6% | -19.1% |
| 3M | -9.6% | +84.6% | -94.2% | -14.1% |
| 6M | +6.3% | +446.9% | -440.6% | -14.8% |
| YTD | -8.6% | +129.0% | -137.6% | -25.2% |
| 1Y | -7.6% | +167.9% | -175.5% | -26.2% |
| 3Y | +173.7% | +93.9% | +79.7% | +32.4% |
| 5Y | -56.9% | -33.0% | -23.9% | -71.7% |
| All | -56.9% | -33.0% | -23.9% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling