-29.4%
AFRM vs TDY
+55.9%
-85.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.5% |
| 7D | -8.5% | -1.9% | -6.6% | -6.3% |
| 30D | -11.4% | -12.5% | +1.1% | +3.7% |
| 3M | +8.2% | -0.8% | +9.1% | +7.8% |
| 6M | +36.6% | -9.0% | +45.6% | +50.7% |
| YTD | -8.7% | +16.8% | -25.4% | -29.8% |
| 1Y | -19.9% | +9.5% | -29.3% | -33.6% |
| 3Y | +202.6% | +45.4% | +157.2% | +67.5% |
| 5Y | -45.0% | +37.8% | -82.9% | -64.8% |
| All | -29.4% | +55.9% | -85.3% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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