-58.3%
AFRM vs S
-67.4%
+9.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -3.5% |
| 7D | -7.3% | -13.4% | +6.1% | +3.1% |
| 30D | -9.6% | -14.0% | +4.4% | +0.1% |
| 3M | -11.1% | +4.9% | -15.9% | -19.3% |
| 6M | +3.9% | +42.0% | -38.2% | -28.6% |
| YTD | -8.5% | +45.1% | -53.6% | -39.6% |
| 1Y | +3.3% | +33.1% | -29.8% | -27.7% |
| 3Y | +213.7% | +40.6% | +173.1% | +82.0% |
| All | -58.3% | -67.4% | +9.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling