+189.1%
AFRM vs TDY
+44.8%
+144.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -4.0% |
| 7D | -8.0% | -1.8% | -6.2% | -6.4% |
| 30D | -9.8% | -13.8% | +4.0% | +2.8% |
| 3M | +4.7% | -3.9% | +8.5% | +7.5% |
| 6M | +34.1% | -9.0% | +43.1% | +44.8% |
| YTD | -8.4% | +16.5% | -25.0% | -25.5% |
| 1Y | -22.9% | +9.3% | -32.2% | -33.3% |
| All | +189.1% | +44.8% | +144.3% | +74.0% |
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