-56.9%
AFRM vs S
-66.6%
+9.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.2% | -6.3% |
| 7D | -7.5% | +1.6% | -9.1% | -9.0% |
| 30D | -15.7% | -10.5% | -5.2% | -9.9% |
| 3M | -9.6% | +9.9% | -19.5% | -21.1% |
| 6M | +6.3% | +41.8% | -35.5% | -26.8% |
| YTD | -8.6% | +56.8% | -65.4% | -43.5% |
| 1Y | -7.6% | +39.0% | -46.6% | -37.8% |
| 3Y | +173.7% | +53.8% | +119.8% | +47.1% |
| 5Y | -56.9% | -68.6% | +11.7% | -19.2% |
| All | -56.9% | -66.6% | +9.8% | -19.2% |
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