+3.3%
AFRM vs S
+31.6%
-28.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.9% |
| 7D | -7.3% | -13.4% | +6.1% | -2.2% |
| 30D | -9.6% | -14.0% | +4.4% | -4.5% |
| 3M | -11.1% | +4.9% | -15.9% | -14.6% |
| 6M | +3.9% | +42.0% | -38.2% | -15.9% |
| YTD | -8.5% | +45.1% | -53.6% | -28.4% |
| 1Y | +3.3% | +33.1% | -29.8% | -16.6% |
| All | +3.3% | +31.6% | -28.4% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling