+184.6%
AFRM vs TDY
+68.3%
+116.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -4.4% | +4.1% | -8.5% | -7.5% |
| 30D | -7.7% | +5.7% | -13.4% | -12.4% |
| 3M | -16.9% | -4.4% | -12.4% | -14.3% |
| 6M | +2.5% | +1.2% | +1.3% | -0.1% |
| YTD | -12.5% | +26.0% | -38.6% | -32.9% |
| 1Y | -11.0% | +27.4% | -38.4% | -32.7% |
| 3Y | +184.6% | +67.5% | +117.1% | +69.1% |
| All | +184.6% | +68.3% | +116.3% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling