-3.3%
AFRM vs S
-51.7%
+48.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -4.4% | +2.0% | -6.4% | -6.2% |
| 30D | -7.7% | -2.7% | -4.9% | -7.5% |
| 3M | -16.9% | -6.9% | -10.0% | -17.1% |
| 6M | +2.5% | +38.1% | -35.6% | -25.9% |
| YTD | -12.5% | +48.0% | -60.5% | -41.4% |
| 1Y | -11.0% | +34.5% | -45.5% | -36.8% |
| 3Y | +184.6% | +38.3% | +146.3% | +79.6% |
| 5Y | -56.3% | -70.9% | +14.6% | -35.4% |
| All | -3.3% | -51.7% | +48.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling