+1.1%
AFRM vs S
-52.7%
+53.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -3.4% |
| 7D | -7.3% | -13.4% | +6.1% | +2.5% |
| 30D | -9.6% | -14.0% | +4.4% | -0.4% |
| 3M | -11.1% | +4.9% | -15.9% | -18.6% |
| 6M | +3.9% | +42.0% | -38.2% | -26.5% |
| YTD | -8.5% | +45.1% | -53.6% | -37.5% |
| 1Y | +3.3% | +33.1% | -29.8% | -25.5% |
| 3Y | +213.7% | +40.6% | +173.1% | +94.9% |
| 5Y | -58.5% | -67.5% | +8.9% | -38.7% |
| All | +1.1% | -52.7% | +53.8% | +43.0% |
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