-57.6%
AFRM vs REPL
-40.1%
-17.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.2% | -4.6% | -7.6% |
| 7D | -6.9% | +15.1% | -22.0% | -7.9% |
| 30D | -7.0% | +51.1% | -58.1% | -10.0% |
| 3M | -11.2% | +69.2% | -80.5% | -15.1% |
| 6M | +4.3% | +597.6% | -593.3% | -19.5% |
| YTD | -6.4% | +106.0% | -112.4% | -22.8% |
| 1Y | -2.6% | +133.3% | -135.9% | -21.2% |
| 3Y | +210.6% | +41.0% | +169.6% | +70.3% |
| 5Y | -57.6% | -40.1% | -17.4% | -75.3% |
| All | -57.6% | -40.1% | -17.5% | -75.3% |
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 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