-24.9%
AFRM vs REPL
-64.5%
+39.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.5% |
| 7D | -7.0% | -3.0% | -4.0% | -6.7% |
| 30D | -7.8% | +27.1% | -34.9% | -9.8% |
| 3M | +5.3% | +52.4% | -47.1% | -2.4% |
| 6M | +42.6% | +107.4% | -64.8% | +14.6% |
| YTD | -2.8% | +54.7% | -57.5% | -19.1% |
| 1Y | -19.3% | +158.9% | -178.2% | -42.9% |
| 3Y | +231.0% | -23.7% | +254.7% | +113.2% |
| 5Y | -22.2% | -54.3% | +32.1% | -46.3% |
| All | -24.9% | -64.5% | +39.6% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling