-26.0%
AFRM vs TDY
+33.5%
-59.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -3.4% |
| 7D | -8.0% | -1.8% | -6.2% | -5.8% |
| 30D | -9.8% | -13.8% | +4.0% | +8.6% |
| 3M | +4.7% | -3.9% | +8.5% | +8.5% |
| 6M | +34.1% | -9.0% | +43.1% | +48.6% |
| YTD | -8.4% | +16.5% | -25.0% | -31.2% |
| 1Y | -22.9% | +9.3% | -32.2% | -37.3% |
| 3Y | +203.3% | +45.1% | +158.2% | +56.0% |
| 5Y | -26.0% | +35.0% | -61.0% | -55.6% |
| All | -26.0% | +33.5% | -59.5% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling