-20.9%
AFRM vs REPL
-54.3%
+33.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.5% |
| 7D | -7.0% | -3.0% | -4.0% | -6.8% |
| 30D | -7.8% | +27.1% | -34.9% | -9.7% |
| 3M | +5.3% | +52.4% | -47.1% | -1.9% |
| 6M | +42.6% | +107.4% | -64.8% | +16.1% |
| YTD | -2.8% | +54.7% | -57.5% | -18.2% |
| 1Y | -19.3% | +158.9% | -178.2% | -41.9% |
| 3Y | +231.0% | -23.7% | +254.7% | +124.0% |
| All | -20.9% | -54.3% | +33.4% | -37.9% |
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