-19.9%
AFRM vs TDY
+9.8%
-29.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -8.5% | -1.9% | -6.6% | -7.6% |
| 30D | -11.4% | -12.5% | +1.1% | -5.7% |
| 3M | +8.2% | -0.8% | +9.1% | +7.9% |
| 6M | +36.6% | -9.0% | +45.6% | +40.6% |
| YTD | -8.7% | +16.8% | -25.4% | -16.8% |
| 1Y | -19.9% | +9.5% | -29.3% | -23.7% |
| All | -19.9% | +9.8% | -29.7% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling